Your question highlights one of the main reasons I rail against the term "depression" in our field. Viewed from the vantage point of affect/script theory it is easy to see that any of the six negative affects, when experienced on a steady basis, will be called "depression." Constant distress-anguish may be described as immutable sadness, constant anger-rage as an ongoing bad mood, constant shame-humiliation as ongoing aversion to life. From our study of the differences in the affect pattern chart before and after pharmacotherapy that alters the neurotransmitters responsible for or involved in the expression of the various affects, we get further confirmation of our idea that "depression" is not a disease but the group name for the persistence of one or another innate negative affect.
This alone provides an interesting answer to your question. I have suggested that the normal affect system works much like the great tennis players, who react to the ball hit toward them by moving from a neutral position to the place where the ball will be, stroking through the ball, and moving immediately back to a neutral position from which they can again anticipate the next shot. The normal person is capable of living, even if for only a moment or so, in the neutral state of no affect---that magical moment when we have finished taking care of whatever business is required by the stimulus that triggered affect only a moment ago, and move to the neutral state from which we are ready to respond to the next stimulus.
If, for any reason, we are unable to relinquish any affect, then we remain focused on our perceived world in the manner dictated by that affect. The persistence of any affect for any reason would make the individual poorly able to react to new sources, and thus poorly able to use the highest neocortical functions to solve the problem presented by the new situation. Each of the "depressions" we can study seems to be characterized by the persistence of some negative affect, just as mild to moderate degrees of manic excitement force the individual to respond to every stimulus as if it had been a proper source for the positive affect of interest-excitement. Normal affective health, our best hope for the management of the complex series of stimuli we call life, requires an affect system that is free both to respond to a stimulus with an affect, and also to relinquish that affect as soon as its work has been done. The affect illnesses we characterize as "depression" may be grouped on the basis of the failure to relinquish negative affect, and therefore a reduced ability to respond to new stimuli.
That should be enough reason to link these conditions with accident-prone behavior, n'est pas?