Because I refuse to give the people causing the depression the satisfaction of knowing that I gave up and took the easy way out.
The thing I realized after a suicide attempt, was that since I already had no regard for my life, I had nowhere to go but up. From that point on, I could only improve. If I tried something and failed, I was back to where I was, rock bottom. I had already survived rock bottom, so if I did fail, there would be no net change in my situation. It would be like it didn't happen at all, except now I know one thing more what not to do so if I try again, my chances of success improve. Best example I can think of right now is like if you want to ask a girl out you like. You're doing fine right now when you're not dating her. If you ask her out and she says yes, great. You've got a girl that likes you back and your situations improved. If she says no, than you're still at the same place you were before you asked her out, your situation hasn't changed for better or worse, and now you have one less girl to worry about, freeing you up to focus your attention on another girl who may or may not like you. Same thing for applying to jobs, but both of those examples deal with rejection, which didn't cause my initial depression but certainly didn't help me out at all. That's the way I see it anyway, and it helps me out.
So I work hard, strengthen my body, master new skills, and become more successful than the people causing the depression ever could. Without them in my life. I will show them how much better I and others are better off without their toxic presence. They become a shell of their former selves, as the world forgets about them in the wake of my ever expanding shadow. Coasting off their past glory, I and the world moves on without them, reducing their existence to that of a face in the crowd, known only to a token few family members and soon forgotten after death. It will be as if they never existed at all, while my story becomes worthy of recording in the history books.
I am the Lion, and they are the wind that will carry my roar.