If a person is feeling sad, often, and without reason, and you tell them "Sorry, your brain is broken, you have depression, we will give you these pills to fix your brain chemistry." You have taken that person's autonomy away. They are now the victim of a disease.
I think the reality is that our society and civilization leads to a certain despair and sadness in many people, one that can be fixed by changing one's lifestyle, mindset, or overcoming challenges. This is not a disease, not a mental illness, not some health problem you cure with a pill. It's a spiritual dilemma that must be faced individually and overcome with effort and belief that one can change.
Essentially, I believe that by diagnosing people with "clinical depression" we are creating a self fulfilling prophecy and condemning them to a victim status that perpetuates their suffering.