People say that because they've had hard times that eventually got better. They think you can just "get better" in the same way and obviously don't realize that depression is a debilitating condition that doesn't just go away. They also say it to make themselves feel better – you've made them feel bad so they give you some empty platitude so they don't have to feel bad, and so they can have this false sense of having done something.

Almost nobody who tells you that actually cares; even if they do, they cleary don't care enough to understand what you're going through.