Not long ago, Eric Wilson discussed something I’ve often wondered about:

I do wonder, however, if normal sadness — typical melancholy — is increasingly being viewed as a sickness, a state to be treated with medication. Of course, there is a fine line between normal melancholy and clinical depression. What separates the two, as far as I can tell, is degree of activity. Both are forms of sadness that lead to ongoing unease with how things are — persistent feelings that the world as it is, is not quite right. Depression (as I see it, at least) causes apathy in the face of this unease, lethargy approaching total paralysis, an inability to feel much of anything, one way or another. In contrast, melancholia (in my eyes) generates a deep feeling in regard to this same anxiety, a turbulence of heart that results in an active questioning of the status quo, a perpetual longing to create new ways of being and seeing.
Our culture seems to confuse these two and thus treat melancholia as an aberrant state. This could be terribly dangerous. To treat normal sadness as a disease is to degrade an essential part of the human experience.

If your family and/or friends are dying, melancholia is normal. I would worry more about the mental health of someone who didn’t feel depressed under these circumstances than someone who did.
That does not mean depression should not be treated, any more than it means pain shouldn’t be treated.
But just as there is no moral opprobrium attached to pain from a broken leg, nor should there be to pain from a broken “heart.” They can’t do things like ruin your career and take away your Second Amendment rights because you’re in normal physical pain, so by what standard should they be able to do these things because of mental pain?
Little wonder that people medicate themselves rather than seek help.
Of course, according to the prevailing logic of the world, that’s immoral too…