You can have depression and be married. Both my husband and I have depression. I was a massive depressive at one point.
He helps the hard days be bareable, and He feels I do the same for him. We learn how to support eachother through it.
Depression doesn't just go away because you've someone to share it with. We've both feel our depression symptoms started appearing between the ages of 8-10. I expect to struggle with it for the rest of my life. What is important is having proper coping, whether you are alone, or in company, having coping skills to face depression really is the key.
Aa far as your father goes, it has been culturally (at least where I am) taboo for a hundred+ years, where I live, for men or women to express emotions that aren't uh, "polite". Many older folks were never taught healthy coping or emotional language and instead relied on maladaptive coping.
I have a therapy crafts group I go to. It's two older (55+) women and one older (60+) man. Today in group the man shared that he is in therapy now for ptsd, but his wife tells him he should "just get over it". We all supported him as that is an unfortunate and unkind thing for his wife to say. We told him we were proud of him for coming in, it's not easy.
But that's what the old days were like. Just shove it under the rug. Except, there it festers for generations.