I hear you. Depression is the absolute worst (and I have run the gamut; been there, done that, didn't even get a t-shirt), and I wouldn't wish it on anyone either. :P

There are some friends/family who are great that way, but the sad fact is that the vast majority of people have no idea how to be around the mentally ill/clinically depressed. That's pretty normal, too. It's incredibly distressing to know that someone you love is in pain and that there's not much you can do about it. The trouble comes when the healthy person's temporary distress threatens to overwhelm the ill person's suffering.