Nice observation, but you've got that backwards. People with depression tend to be retiring wallflowers without a social network. Your view makes as much sense as "Diabetes is a made-up disease...it's the people who won't process sugar well who are so-called 'diabetics.'"
If you'll note, I made specific observations in subsequent posts about my own life and the one time that I found myself without a social network or the tools to build one in the community I lived in. I didn't lack a social network because I was depressed. I lacked a social network because I had little or no common interests or experiences with the rest of the community.
Furthermore, I firm believe (from observation) that shy people are much more apt to wind up lonely and depressed than extroverted people. It's so constant that I can't see anyone actually refuting it.