It feels like that no matter how much you improve yourself, what you learn, etc., you will never feel better if the situation you are in does not change. The human brain is designed to recognize circumstances and the patterns that create them. You can't just reason yourself out of having depression. Sure, that absolutely creates more situations and heightens chances for things to improve, but what do you do while you are waiting... Or when it never happens?

For example, loneliness is one of my biggest problems. I have been doing everything as "right" as possible for a long long time, but it makes no difference. I can recognize everyone has flaws and try to incorporate ways to improve all I want, it still doesn't change the fact that it feels like everyone else is so much more desirable than me like feeling loved would. Because that is all the evidence I have in front of me.