I too have had clinical depression since I was a teenager and I thought exactly how you did for two decades, however, I've since come to realise that depression

I too have had clinical depression since I was a teenager and I thought exactly how you did for two decades, however, I've since come to realise that depression is an extremely complex mechanism that doesn't need a single traumatic event, or an overtly obvious pattern of negative experiences in order to manifest. What it primarily requires is reinforcement of negative thought patterns, and this reinforcement can exist in many forms, from many places at many severities. Further, because of defence mechanisms (or just natural timidity) we can consciously disregard negative events (while the reptile-brain is still impacted) and by the time depression takes hold we're well past any ability to rationalise away (or even recognise) all the baggage we've collected. Now, is there an inherent biochemical condition that could make us more susceptible to depression? I imagine there is. But that doesn't discount that there are likely mental mechanisms in play as well, nor that working with those mechanisms could provide some improvement.