You're oversimplifying.

The medical and therapeutic community has a host of terms for various clusters of conditions and symptoms associated with depression. For some, the approach to treatment is pretty clear: If the person also has severe social anxiety for example, treating the anxiety should also alleviate the depression. For others, the standard is to try therapies until something works. Since even moderate depression shaves off years of life expectancy, it is worth trying a fifth kind of therapy if the previously four didn't do it.

Intense grief over a lost partner is normal, as is anxiety over unsatisfactory work. Severe depression can be a lot worse than either.