When I was diagnosed with severe depression, my Mother told me she had been 'depressed for half a day once, then she talked herself out of it'
I get your irritation OP - it sounds as if your friend is sad, which is perfectly understandable and warrants sympathy, but sadness and depression aren't the same and they don't feel the same - I;ve had both sometimes at the same time (actually depression more or less a permanent state for me in varying degrees of being controlled).
But I'd just ignore and not let it wind you up if possible, it really doesn't matter much in the biger picture if people mislabel their illness or feelings, since the GP gave her AntiD's she probably thinks they have been given to her for depression whether she actually has it or not (and she could have other stuff happening that she hasn;t shared with you).
The main thing I find in dealing with my depression is not allowing other people's shit to affect me, they can say or do what they like, how I deal with it is the bit I can control. and you have the choice of getting wound up or just inwardly rolling your eyes and getting on with your life and keeping yourself as well as possible.
I concentrate more on advixing her not to keep getting back together with the boyfriend and to move on with her life . (As in 'it seems to be boyfriend who make you feel sad, wouldn't it be better not to let him do that by giving yourself some time and space away from him permanently?)