There are still times of beauty and joy, if only for a few seconds. When one learns not to spend so much time fighting against and pushing away what is unpleasant, and can step back and just be objective about both the good and the bad and accept them equally, the moments of beauty and joy can be more readily enjoyed. I realize that depression and anxiety can be horribly uncomfortable, but ultimately, it's only a sensation, and people get in trouble when the willful mind gets all caught up in that sensation and starts fighting against it. There is that paradox of stepping back from an experience that actually allows one to be more connected with it. There can be something about depression that is somehow comforting, that ability to turn inward and just kind of retreat for a while.
People can do that with thoughts and feelings, too.
The reason relinquishing control gives people a measure of control is that they're no longer trying so hard to force things, which always complicates and sometimes even creates many problems that sometimes would have worked themselves out quite naturally if one hadn't struggled with them so hard. Surprisingly, there are certain blessings that come with depression, if we can view it that way. I think that because depression gives us a more intense experience, there can be much meaning to be discovered in its sensations, and as depressed people become more sensitive, they become more susceptible not only to pain but to all the good in life as well. There can be something about depression that is somehow comforting, that ability to turn inward and just kind of retreat for a while. One of the teachings that depression has to offer is that it can break through the denial we all have about the fact that life is all impermanent.