I can tell you this from experience, sometimes the person closest to the one that is depressed is the hardest to talk to. I know that because I have found it very hard to talk to my wife about how I feel.
Why I find it hard to talk is that I don't want to pour my pain on my spouse - I don't know if that is true with your wife, but it could be. It could be very hard for her to show love for you because of how she is feeling. That she talks to other friends does not necessarily mean she doesn't love you - she just may not be able to show it.
Something to consider, and this may sound strange, but you might want to see a therapist yourself to learn more about what is likely happening to your wife. Depressed people cannot snap out of it, and no amount of begging, yelling, etc., seems to be able to work.
For your health - I think you should consider that. It may help you learn more about what your wife is going through and what to expect from her.
Just a thought.