Indeed, that's one of the ways that you diagnose depression.
If the things that once made you feel really awesome (sex, motorcycling, coding, gaming, cooking, whatever) no longer hold any appeal for you, that means you're very likely not merely "feeling down" but actually clinically depressed.
The symptom is anhedonia -- the inability to experience pleasure. You can eat a delicious meal, play outside in the sunshine with little kids, have great sex, and through it all feel nothing.
It's like when a finger is numb -- you touch things with it thinking, "How odd, I ought to be feeling something." But you don't.
It's not just feeling down. It's your brain's ability to feel pleasure being physically broken.
So that's what it's called. I've felt that way for a good portion of my life, and only since I've started getting help in the past year did I realize something was actually wrong that could be fixed (it took someone else's genuine caring for a change to occur).
I originally thought I was just different from everyone else, or that "they" were wasting their lives on pointless pursuits. Now I actually understand why it's so great having a niece to take to the park.