Depressed and Confused

So I am young (16) and I have pretty protective parents. They kinda are also a little clueless to my mood though. They are never home so they can’t tell that I’m depressed (self-diagnosed, no doctors) and I feel like they almost wouldn’t believe me if I told them. In the past I’ve tried to get them to take me to a doctor by hinting at it and they do end out taking me to a therapist, but that doesn’t really help cause I always avoid talking about me being depressed because I feel like it’s almost not justified and has almost no reason. I know that kinda sounds dumb, but I have like no reason to be depressed. I have a loving family, we have enough money, i don’t really get bullied or anything. I just always feel sad and have no clue why. About a year ago I cut and my parents saw the scars and brought me to the therapist and when asked why I kinda just told them I was sad and I didn’t have a reason why. I feel kinda stupid and like life is just pointless and I’m always sad and idk why. Any advice? Should I go see a therapist again, if so what do I say? Anyone dealing with a similar situation or dealt with it before? Thank you.