Depression is often a result of feeling trapped by life's circumstances. Being poor can often feel like one is trapped. It's not a stretch to say that many poor people are also highly depressed people.
I agree though, it's like describing what color is to a person blind from birth. In some cases (as are represented on this thread) it's like describing it to a blind person who thinks they already know how all the senses work, and a person can just get over the "seeing thing" if they just sniff hard enough.