Claiming that the cause of depression is only due to "chemical imbalances in your brain you have no control over" not the whole truth. The brain changes as a result of what you do and what you think (brain plasticity), and with that change follows a physical change that can manifest itself as a change in neurotransmittor configuration, and thus cause depression. When your "psychological hardware" has become strongly enough changed, your brain will be "wired" for a tendency towards depressive thoughts, this has now become your "style", and it's hard to snap out of it yourself because you have to forcefully think in other ways than your brain now is telling you to (try thinking positive thoughts while being pissed off).
This is not the whole explanation of depression of course. Some people are born with a genetic makeup that leads to depression regardless of thinking style and so on.
But the mentioned scenario still holds true. People that go for a long time with a very negative/unfortunate style of thinking can basically rewire their brain so that the new "normal" for their brain becomes "depressive". The cause of the thoughts can be called "chemical imbalance" measured against a normal configuration, but the cause of the "imbalance" itself is the thinking style. THis is part of the reason for why many people that got a depression felt like they went into a "bad circle" they could not snap out of.
There is probably also a threshold point for depression. When passing this threshold point, snapping out of depression without drugs = extremely hard because the brains biology = now so primed for depression that forcing yourself to think positive = almost impossible.
And in all seriousness, if your brain is first wired for depression, regardless of the cause, it's probably extremely hard to just "think yourself out of it" for most people. Fixing the biology issue by taking a drug will improve their quality of life as well as easing the road to recovery.
