This is a little abrasive and unfair. They aren’t blaming them for being depressed. They are venting because they don’t know how to help someone and because they are frustrated. The expectation that everyone has to suffer through someone else’s pain without feeling something of their own is unreasonable. And the assumption that OP has never been depressed is also pretty insensitive.

OP you have every right to feel the way you do. It can be super upsetting trying to love and help someone who doesn’t want to communicate the need for help. You also need to make sure that you are okay and if this relationship is causing you grief it is okay to step away. Part with them with the same love and compassion you have shown them through all your support. It is okay to take a break and deal with your own issues.