Depression gives you the power to make really big decisions. Everything hurts about the same. Going to work is about as painful as staying home, meaning it's easier to quit a horrible job. It's easier to divorce an abusive partner. It's easier to pack up life and start over.
Having been through extreme depression multiple times, I can say with confidence that it makes those really big, really scary decisions a lot easier. You get thoughts like "it would all be over if I never saw that person again". "I would enjoy life if I got a divorce and moved back to my home town". "My job is abusive and it's slowly killing me, having no income is better than hating 70 hours of every waking week".
If you are depressed and having those types of thoughts, you might actually be right. Following through on those major, traumatic changes might actually be what you need to do. And depression makes it easy to do so. Normal life becomes so bad that change is welcome, because change feels like a way out.