I hear the phrase, "What do you have to be depressed/anxious about?", way to much. It's the one saying that can truly make a person feel broken, especially when it comes from a loved one.
It makes a person with depression/anxiety want to keep to themselves even more, isolate themselves from the shame they feel when they can't directly answer that question.
How do you even begin to explain what's going on inside your brain to a person that feels like that when you don't understand it yourself? If we could answer that question ourselves maybe we would feel better, but we can't. We can figure out things that have triggered it, but for a lot of us it feels like it's been like this forever.
Just because someone else doesn't understand does not mean you are broken, or that you should be ashamed. Our brains just work a little different. If you have never been down in those dark places then you will never understand how much strength it takes to bring yourself back out.
We have to work a little harder to get through each day, but the hard work makes you stronger and understanding makes us compassionate and caring.