I should have phrased that differently. What I want to say is: once you've done everything you can about a problem, and you still feel bad, then feeling bad becomes your new problem. It becomes the new thing to work on! Which is how depression manifests itself sometimes. Which is why you should seek treatment for depression!
I was addressing the review's claim because it sounds like it's saying that feeling bad about something is a rational response to reality for some people. For some people, the only response to reality is to be depressed.
Does that address your comment?
Yes, but then, the acknowledgment that feeling bad despite it not being useful is your problem doesn't always make the problem easy to solve.
I started going out with a fantastic girl a couple of weeks ago. Everything is great, except that whenever I've sent her a text message or email requesting something and haven't received a response yet, I experience significant dysphoric anxiety, fearing that her response will be not just "no" but "no and I don't want to date you any more". This is due to brain chemistry or personal history, take your pick—either seems like a possible explanation to me. But there's certainly no evidence supporting the idea that this is likely to happen, nor is the anxiety helping me prevent it or helping me in any other way.
Does anyone have evidence-based advice, or pointers to same, on dealing with this kind of issue? It is the only splotch on what have otherwise been the best two weeks of my life.