People who think millionaires can't get depressed don't understand depression.
I think it is more like people think millionaires don't deserve sympathy for getting depression or other problems.
I am not saying the "people" are correct; but my guess on the psychology behind it.
I also think there is a weird trend on hating the rich, assuming rich only got rich due to unethical exploitation on workers or others, when reality is a lot of complicated than that (e.g. Rapid change in technology with the raise of new opportunities and bring values etc.) and a lot of those "people" would do the same if given the opportunity (e.g. Shit-coins, GME etc. These are all wealth transfer instruments without aiding the society in anyway), like I have seen
some people that want to "tax the rich" are not some Saint, but some selfish losers or caused by jealousy.
I hate it when capitalism oppresses democracy and vice versa though.
With that said, whether rich deserves sympathy depends on the context, like they definitely have more resources to fix their problems, which doesn't need crowd funding or similar aid that's driven by sympathy, but as social animals some supports are not materialistic. Still in terms of priority they might be lower on the ranking for the dire need of help of others.
Sorry for the long ass random shit, just got into the mood of expressing myself.