Aside from so many people being misinformed about depression, we have a constant media message that says "You must be a strong pioneering force in order to matter." No one wants to present themselves as a weak crybaby.
Many of the people I come into contact with are viewing depression as a condition of the person who stays in bed all day. It's just like the practicing alcoholic who does have a life-impacting problem with drinking, but also has the tendency to point at the guy on the street, holding a paper-bag bottle and sitting up against the brick wall. A person who is demonstrating depression on a certain level can always compare him or herself to the worse-looking guy.