Your point about being a loser is exactly the kind of thing that hurts people more than helps them. Don't get me wrong, I get your point and the way you put it really makes sense. Yes, I'm sure failing can lead to depression and I have no doubt that it happens. But consider this.
Very often the very thing that creates a "loser" is not a personal failing but actually a symptom of depression. People will fly off the handle on me for not citing a study but it's the best I've got right now. I'll take my own case. From birth I was as happy and normal as anyone. Smart as anything, lots of success, and so on. Suddenly depression comes out of nowhere. The symptoms of depression brought me to a point where I could no longer work, study, or do anything really. It also led me to self medicate and become an addict. That's the point where my situation fed my depression and made it worse much like you describe.
Stories like this are very common from the depressed. Everyone fails at some point but that failure doesn't always lead to depression. People just pick up the pieces and move on.
So while what you say could likely be true for some, it's most likely not true for most NAND even if it is, that line of thought prevents people from seeking the help they need soon enough if at all. They come to think that they are flawed and weak which then feeds the depression beast and on top of it they believe that they can somehow snap themselves out of it and become "strong" by sheer will power.
Your comment also implies that there's no difference between situational depression and other forms of the disease. You could also read it as saying depression is the same as being really really sad. I know you didn't mean it that way and I can't blame you for it. Honestly, people who haven't been there will have thoughts like these. That's why I always argue for more education and it's why the professionals keep shoving the "it's a disease" line down our throats. Because people who don't have the experience are inadvertently doing harm to those who need help.
And you're right, I might have been just a touch sensitive. It's not that I take it personally. It's just that having seen myself and others in that situation I know that they'd cringe for fear that some poor soul will take it to heart and actually try to will their way out of it instead of seeking help.