Honestly, for a long time, I felt the same way - I thought, "I can beat this without help". So I went med-free, therapy-free for years. I was successful in the aspect of not committing suicide, but I was still depressed, and I just became a nasty person because I was trying to keep everything under control.
I found that the only thing that truly helped me was medication, coupled with some group therapy (Depression Anonymous) & more religious activity. Trying to go it alone, or even with the help of a therapist alone was not enough.
Some people probably can walk away from depression. If that works for them, then I say great! More power to you! But to make a generalization that everyone could walk away is like a slap in the face. Everyone is different and I think that's insulting for anyone to insinuate that this is a "false" disease.
I've been depressed for more than half of my life - I occasionally do get into a funk that I can "snap out of", but I also understand the difference between that type of depression and the severe clinical depression that causes me to just want to curl up and cry all day long.
Anyway, that's my 2 cents...