DB, I like you. I like reading your posts, because when you first showed up here, you seemed so excited to have discovered this side of yourself. I think most BDSM'ers are happy people because they have come to accept their "dark side" and have found other nice people who also have a dark side.
I don't know if this relates, but... I used to be depressed (not "hot" or "goth" depressed, but boring, sleep-all-day-and-miss-work depressed) and I also lived in western Washington state back in 1998 when it rained for like 100 days in a row. The funny thing was, I kind of liked the rain because it made me feel okay about being depressed. Like, as long is it was raining, I had a good reason to feel crappy. The sunny days were worse, because everyone else was happy, but I still felt like I was in the rain. Then after a while, being depressed became my identity. If I wasn't depressed, I didn't know who/what to be. It was kind of a process, turning the "I hate..." statements into "I like..." statements (even if it was a simple reversal, like "I hate pink"="I like black").
You mention numbness. Do you like pain because it's the only thing you can actually feel?
I dunno. I'm not trying to be your therapist or tell you to get help. I just think that if you're really happy being depressed, then you're sort of not depressed, are you? :-) Especially if you live in a small or rural town, or if you're in school, and you're surrounded by a bunch of happy, sunny, Sunday school kids, maybe you're just having a completely reasonable reaction to their naivete. Just some thoughts. I hope you'll share more.
I'm a female switch, I'm about to get married, and I'm so happy even I want to puke. :-)