This is a frustrating belief I have come up against time after time from people who cannot seem to understand that their experience isn't everyone's. Most people I know who live in the dark place have plenty of valid external reasons. I know I do. While my mental state can be influenced by attitude to one degree or another, the root cause are entirely NOT self-manufactured. This is a real problem seeking any sort of care for it since people believe as you have stated either from their own experience of "getting better" from nothing but an attitude or primary situational depression etc, or because others have told them so. It's a universal complaint from those I know who have real issues.