I do believe.. that everyone on this earth has been given their own trials, according to their needs and capabilities.
Some were given physical trials. Handicaps, health problems, disabilities. Some were given temptations in the form of addictions like alcoholism, pornography, drugs. Tons of us have anger management problems to overcome. Some people were given struggles in the form of financial crisis, divorce, or death. And there are some people who were given a sad heart. There are many that struggle to overcome depression. It isn't who they are - I wholeheartedly believe that. I believe that every human on this earth is, at heart, a joyful, hopeful being {2 Nephi 2:25 "Adam fell that men might be; and men are, that they might have joy"}. They don't choose to be sad. There are just some that were given the burden of a sad heart. No, they shouldn't let it constrain them, and they should try their hardest to be happy and overcome that depression, but we shouldn't be so hard on them. I shouldn't be so hard on those that are struggling. I mean, once upon a time, I was one of those people. I overcame it and have moved on to new trials.
I guess.. all I want to say, is be kind. Everyone is fighting a hard battle. Just because you don't understand it doesn't mean it isn't hard.