> On the contrary, when someone is depressed, the immediate response by people around them is generally try to "cheer them up" or encourage them to exit that depressed state.

An explanation for that behavior is that this kind of reaction serves as protection against the contagion. It doesn’t help the depressed but the environment around them, to not join in and feel the feelings of despair and hopelessness.

According to some theories, depression means other feelings like anger and anxiety are being suppressed - resulting in transference and counter-transference.

> depression means other feelings like anger and anxiety are being suppressed

Yes, my not-well-formed pet theory around depression is that in most cases it's a sort of second-order effect of another emotional state like anxiety. Sort of a stalemate when at war with one's self.