Oh, they love it, alright.
I'm reminded of a short story where an old woman ran across a telephone service. You could dial a number, and it would give you a feeling of a certain emotion. The old woman dials happiness. She's happy. She dials frustration. She's frustrated.
But then, she reaches mild depression. Not intense, but mild depression. She receives it. Then she goes back. And back. And back. She becomes addicted to dialing mild depression.
Things that are kind of depressing are what sell. People LOVE to feel mildly depressed. It sparks an emotional reaction. People like to emotionally react to something; it shows the power of the material if they can react a certain way.
I can see where some people who never truly experience depression might think that depression of any kind might be appealing. They are like the old Romans who upheld chastity as a great virtue but not a virtue that they would practice. Back in my church days, I had a "friend" who used to sing the praises of being single and not depending on women for every little thing. Of course, he had women from the fellowship who did his laundry, his cooking, and wrote his term papers. He went into the missions field and bent all of the rules of his organization to "court" and marry some girl after his first year in the field. If he'd ever really experienced singleness, he would see that there are few positive aspects to this condition. In that sense, I'm sure that there are people who've never really experienced depression who think that depression sounds enjoyable. However, I see no evidence that most people want to be mildly depressed most of the time.
Bill