It's easy to justify being depressed when you have a crappy life. (even though your depression probably doesn't have some cause like that)
"I am depressed because I am living in a bad apartment in a bad part of town, working a bad job. If I get a better job and can afford a better apartment, I'll be happy."
Assuming you have some hope for that happening, that can keep you going. At the very least, you have something you think is a cause and things are easier to deal with when we at least think we know why they're happening.
"I have everything I could ever want, and I'm still depressed." Pretty easy to let that spiral you into thinking you're never going to get better and that there isn't any hope.