Hi Ally
I've found everyone behaves differently based on their own experience. While you could have one person call you, who has themself faced deep depression and can understand outside of the distraction of work things automatically get darker, you could have another who has no personal experience with depression (therefor can't feel how you feel) and/or the people they've spoken to up to that point haven't been able to work while depressed. So, it's all based on their experience.
A lot of the folk on the forums here can relate to the nature of depression. While predictable in some ways, it can be so unpredictable in other ways. From my own experience, it's amazing how many triggers there are once you begin to become more conscious of them. Whether it involves going home to an empty house where there's plenty of time to think alone, going home to a partner who'd much rather leave you alone than sit and talk about tough emotions and a variety of other open minded things, a sudden shift in inner dialogue which begins with the statement 'What's wrong with me?!' or 'I'm hopeless' or something else, there can be so many triggers. I'm hoping the person who phoned you didn't lead you to feel their surprise in a depressing way. If you're someone who's deeply feeling, I can understand the impact of other people's words, the impact of their tone and even the impact of what they don't say (what you wish they had have said).
I've found, with being so deeply feeling, it's easy to feel. This can definitely be a problem at times when what we're feeling is depressing. An even bigger problem when no one else feels the depressing nature of something as clearly as we do.
In hindsight, are you able to gain a clearer sense of where that person was coming from? Do you feel they seem simply surprised at first and then changed their tone or did they feel dismissive or something else?
