did something happen?

They're trying to help / show interest. I understand though that it's difficult to find a way of explaining that it has no cause without coming across like you just don't want to tell them, that it can get frustrating trying to explain it over and over, and that you can feel like you're being put on the spot and may be judged, or they may try and argue with your depression. Hopefully if you explain that it's a disease you didn't ask for that makes you feel hopeless and worthless no matter how much evidence is provided to the contrary then they might just understand.