I totally disagree with you. Cancer is something that you have no control over, Depression is something you bring upon yourself or is brought upon you through a stressful situation (which in turn you bring depression on yourself as well). Either way you have much more control over depression than cancer. You can ask any experienced psychologist and they will tell you that the person that has depression has to choose to get themeselves out of it. If you choose not to take medication they will tell you to go out and focus on something. After you feel good for a while you don't want to return to your depressed state.
At least that's what I did when I said I wasn't going to use medication. 
You can also ask any psychologist and they'll tell you the 'you're a pussy' / 'attention whore' type statement is complete bull**** that only further depresses the patient and encourages them to avoid seeking treatment or recognising the illness. A harmful statement, one that can cause great distress. And if seen as a societal attitude, is
incredibly dangerous.
That it is a serious illness requiring long term regulated care, whether that involves using medication or not. That it's not easy, or simple to recover from. It takes months or years. That it's causes may be genetic, or neurological as well as environmental. That no-one chooses to become clinically depressed, or place themselves in a situation (that's as stupid and unfair as saying throat cancer is the patients fault, if the patient is an average non-smoking individual).
Oh, and medication may be required in the event of neurochemical issues. Like serotonin uptake inhibitors.
It's easy, granted to blame a clinical depression upon the person being to blame, or weakminded, or a 'pussy'; it allows a person to deny the possibility of themselves suffering from that illness, to insulate themselves from it. Especially easy as the patient is particularly vulnerable, and it's a mental illness.
I wonder, do you know anyone who's been clinically depressed?