It is quite common that people get enough benefits from the feeling of depressions so that they prefer remaining in a depressed state - despite all its unpleasantness -to being un-depressed. So they stay depressed.
At first this would seem nonsensical. Wouldn�t everyone not want to be happy rather than sad? But the word "want" is a tricky one, because a person can have more than one "want" at a given moment. For example, it may be that you do not eat a piece of cake even though you "want" it, or you may eat it even though you do not want not to get fat.
Self-pity is a pleasant substitute for pity from others. In turn another person feeling pity for you is pleasant because it is associated with the other person caring about you, and that caring is associated with loving you.
Any lack of love of others may be the proximate cause of sadness, because of the close association between lack of - in your case your boyfriends - parental love. (Notice how a parent expressing love for a child can banish a child's sadness. And a depressed adult is often conscious of the desire that a friend or spouse give comfort in the form of expressing sorrow.)
There is sound inner logic, then, in remaining depressed so that you can give yourself a reasonable substitute for the love of others that you crave. And this may act as a powerful attraction toward depression and a formidable obstacle to forsaking depression for happiness. In this respect depression is similar to hypochondria, which elicits sympathy from others and provides an excuse not to exert oneself. Just as with hypochondria, the benefits of depression may seem greater than the costs.
So pull up your socks and live life, don�t waste it and if you feel you really need proper help then visit your GP.