But statements like these are extremely frustrating for people with actual depression.
Depression is not just a state of mind you can change through will power. Here's a fun thing to do: if everything you believe about depression is applied to a broken arm or colorblindness and sounds ludicrous, then it's wrong.
For example: "Beating a broken arm requires mastering one's own inner life and changing the mechanics of how one thinks and interprets the world..."
Or: "Getting 'over' colorblindness is what happens when the colorblind individual experiences a change in life circumstances or another external or temporary internal event that removes the colorblindness for now."
Depression changes the way you think. It removes your motivation for improving. I didn't pick these examples randomly; depression is a colorblindness of emotion. It is insidious, and nasty, and "thinking your way out of it" is something that's going to be regarded in the future the way that we regard blood-letting a fever now.
There are treatments for it, with varying side effects, and there are some tactics people prone to depressive episodes can use to try to lessen the impact of their depression, but depression itself is not something you "beat". At best, it's something you learn to live with: having a broken brain for the rest of your life.