The language around this is messy because not all depressive symptoms are shared, but I would say it's in how you view it.

In your example, being single and having a lot of debt can change over time. But if you were in the throes of a depressive episode, then you might believe absolutely that neither of them can ever change because they haven't changed yet/they'll take so long/it's impossible for you to expend the effort needed to change them/[...].

The facts are the same, but the conclusions you draw are different.