I understand what you are saying, but depression happens to be a not good example.

Depression is a necessary "feature" in the control system that physiology uses to modulate its hedonic state. During a near death physiological state, the state one can attain while running from a bear, where to be caught is certain death, physiology induces a state of euphoria. The near death physiological state has to be euphoric, so that organisms can willingly run themselves to death. This is the source of the euphoria of autoerotic asphyxiation (what killed David Carradine). That state has to be euphoric because all the “safeties” that prevent organisms from damaging themselves (pain, fatigue, extreme pain, extreme extreme pain) are turned off to allow even a very slim chance of escaping from a bear. If organisms could enter a euphoric state easily, they would, and would risk death uselessly. There must be an aversive state between “normal” and the euphoric near death state. I am pretty sure this aversive state is depression. I say that as someone who has been depressed most of my life, and has been on antidepressents just about half my life now, so I do understand depression.

It isn't that depression is something good, but that an organism that can support a depressive state has superior survival characteristics to one that cannot. So evolution has configured all organisms to have the equivalent of a depressive state.

I think the reason people imagine there is a “silver lining” to depression is because depressed people are easier to control and bullies feel less guilty when they bully someone into a depressed state because they fantasize there is a “silver lining” to the depression.