I might know what you are feeling. When I have something to look forward to, something that I complain I never get to do such as an outing or an event that I should be estatic about, I find myself dreading it as you do.
I have determined that my reason is that although it is something that I cant wait to do, I find myself actually dreading the conclusion of the event. So instead of anticipating the event happening, I spend all my time dreading the fact that, #1-It truly does happen and isnt cancelled due to what ever, #2- When it is upon me and I should be silly with anticipation, I find myself having an anxiety attack hoping I can have fun without being depressed and finally #3-If I am having a good time and enjoying myself, I spend my time during the event worrying about it ending too soon!
Long story short is that when I have something that I look forward too that is happening, I tire myself out worrying from begininng to end and dont get to enjoy the actual event itself. Then I find that I hate myself for not enjoying what I complain about never haveing.
If your depression is so severe that this is what you experience, it makes looking forward to anything a job in itself. There have been events that I have actually put my depression in check and enjoyed myself. However, I have found that when the event is over, I am so tired from fighting the depression that I actually feel physically drained.