If they aren't pathetic, then how come other people can do it just as well?
Well first, you could actually look up the information in a basic level psych textbook before making wild judgements. To answer your specific question: every person's brain functions a little bit differently from everyone else's. What specific likes and fears you particularly have are different from another person. That same random dynamic, such as personal psychological thresholds, upbringing, and genetics all contribute to the prevalence and severity of depression.
Depression is NOT simply feeling sad. Sadness is not the disease, but the progressive emotional and biological symptoms. Depression is NOT simply thinking bad thoughts. Rather, those thoughts are just the symptom of a disease caused by a chemical imbalance in the brain. You cannot simply turn those synapses off instantly, just like you can't switch off the anxiety caused by phobias. That being said, some people, over time in a positive environment, can indeed "get over it"; but some people can't. It's not a weakness on their part, because they cannot control the neurotransmitters of their brain just as you cannot control yours.
All the information you need to know about that is in a intro abnormal psych textbook. Or you could just go to wikipedia: "Depression is associated with changes in substances in the brain (neurotransmitters) that help nerve cells communicate, such as serotonin, dopamine and norepinephrine. The levels of these neurotransmitters can be influenced by, among other things, physical illnesses, genetics, hormonal changes, medications, aging, brain injuries, seasonal/light cycle changes, and social circumstances.
A 2010 review suggests that the genes which control the body clock may contribute to depression." I implore you to read a little about it before you make opinionated judgement about people you don't even know, and assume how they think when you have no clue as to their thought processes.