In my experience with depression, everyone sympathizes and worries and wants help the depressed person. But being a vicious brain disease, depression will make you think the people who love you actually hate you and lough at you behind your back, when at work, or even while sleeping.
I have been accused of laughing at the person I love while sleeping, by her. No, it did not make me upset. I know it was the demons in hear head making her say that. I had been with her as she descended deeper and deeper and her self-hatred got worse and worse.
So when I hear that we need to sympathize with depression, I think you either have no experience with depressed people, or you're trying to convince anonymous internet trolls. The later is as futile and pointless task as can be. It is better to teach and train people on ignoring the trolls.