Anyone else feel that they shouldn't depression because they lived what a lot of people would call a privileged life

I lived quite a privileged life, I'm from a third world Spanish speaking country yet I was privileged as I live in a apartment, got to visit other countries, went on a cruise ship, no one was that abusive towards me, no one bullied me, yet I feel so depressed, I don't have any friends because I never deepened my bonds with my classmates, I have suicidal ideation and think I'm depressed, and every time my dad tries to cheer me up saying that he lived a difficult life as a child and yet he was never sad with his life, and that I don't have to be sad because I was privileged, and yet that makes me feel worse.

His advice comes off as I had it harder than you ungrateful privileged spoiled brat and I'm not depressed like you snowflake.