Depression is a choice? You surely don't know how Depression work. You don't choose getting into a car accident, in the same way you don't choose Depression. Stuffs happen, not because people "chose" it.
The person you're replying to was being sarcastic. He was not being serious when he said "depression is a choice", etc. He was trying to highlight what he saw as the absurdity of the post to which he was replying.