Why do most people with mental illnesses get easily offended

When somebody says they feel depressed or anxious etc. I understand that mental illnesses are hard, I myself have anxiety, but I've never understood when somebody say  with depression will get offended when somebody says they feel depressed. Depression is mental illness yes, but feeling depressed is also something we experience as humans. It's also a feeling, not just an illness. I only post this because I know a lot of people with depression get offended over this.
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I don't mean to offend anyone and if I have I apologise, I know it can be a touchy topic xo