Yes, some people do "work their way out of it" and make great symptom-free lives for themselves, but
a) this is definitely not the case for most people, and
b) it is ridiculously, ridiculously hard to do so.
Mental illness in its uglier forms can and does rob people of the capacity to lead healthy lives. A visit to any psychiatric hospital will confirm the existence of the absolutely insane amounts of sadness the human mind has the capacity to suffer under.
Depression is real and not something that can be willed away by better diet and sunlight. Yes, these things may help, but realize that
1.) these things will not instantly cure what is a goddamn difficult to treat and very serious illness, and
2.) even the thought of taking these steps can be too much to ask for someone in the throes of depression.
Living life as someone experiencing depression is like scuba diving with a bunch of friends, only to find out mid-dive that your equipment doesn't work-- sure, your friends are having the time of their lives exploring the reef and marveling at the pretty fishes, but in the meantime you're there, choking to death, frantically clawing at your oxygen tank and mask praying to any dear sweet deity that you don't pass out and die right there at the bottom of the ocean.