When I am depressed, I never want to be alone as I would have to keep all the emotions to myself. I always confide with only the people I trust, so that I can rely on them to cheer me up and not to betray you and make you even more depressed. They could comfort me and also share with me how they managed their depression. It makes me feel better as I know that I am not alone. Also, being left out might lead to suicidal thoughts or doing stuff like slitting wrists.