+1I think it should be stated that I don't think there are any depressives who are happy to be depressed.
However, there is one type that is depressed because it feels comfortable to them. Comfortable in the sense that depression is familiar to them. And they may fear living in a different way. A more happy way. A way that they may have never experienced before in their life and thus it is unknown to them. Fear of the unknown can be a very powerful force for many people.
I also don't think they seek to draw others into depression with them either, but rather, to protect and/or defend their own depressed (=comfortable) state. And they do this because depression is viewed by society as an uncool way to be and society says that those who are depressed are to be relieved of their depression right away.
That said, I don't think anyone is immune to having moments of sadness or depression. Life is full of ups and downs. And we all need someone to connect with in these moments, maybe to help. Sadness simply an emotion. So people who are depressed deserve compassion. But of course, only to the point where giving compassion begins to depress you, the giver, particularly if you are sensitive to that.
I am uncomfortable when I feel sad/depressed and desperately try to get out of that state, usually with success (knock on wood), but this is a testament to how important a persons comfort zone is to them. So I understand the type of depressed who like to stay there.