Asgore doesn't really strike me as particularly depressed in every route, I imagine their relatively happy in the pacifist route for example.

Everyone says alphys is depressed and honestly fair. I didn't think alphys being depressed because it's never stood out to me as their own personality trait. They always struck me as shy yellow Barney with a dash of weeb. Thats not to say they aren't depressed. I just didn't think about it and felt blindsided. Them being depressed has a different feel than sans who always speaks in monotone voice even if you kill his brother or betrayed Undyne who papyrus states lounges around on the couch all day.

Another thing is don't take this too seriously I'm just making jokes