I have reached a point in my life where depressed people who are in serious trouble, express how bad they are feeling, receive offers of help and observations that their mood is _not normal_, and that help is available, and then say, oh, never mind, everyone feels like that -- those people annoy me.
I do actually understand that depression makes it really difficult to take effective action to attain one's own goals. But the issue I have here is the bad judgment of not _setting a goal_ to address the mood problem effectively.
If you are depressed and telling people (not in so many words, but you know what I mean), and they think professionals should be involved, LET THEM HELP. Don't dismiss them by asserting that everyone feels like you do. If the people around you are genuinely over-reacting, a professional can identify that, and help you with your communication style.
We don't all feel that down. We don't all worry that much, most of the time. At least, we don't after we get the help we needed. And you should, too.