Therapy is not going to work if you don’t want to change. Going to therapy for other people or reasons, as you suggested, is probably not going to be very productive, but it might be.
The bigger question is why you don’t want to do what you can to lessen your depression. Many people are unconsciously invested in being sick in some way. It becomes an identify and their entire life revolves around this identity. Giving up their sense would mean a loss of identity, and a need to develop a new one. This is hard work and can be scary as well.
If you had cancer but the treatment you were getting was not helping, what would you do? Would you give up on getting any treatment or would you look for a better option. This, of course, would mostly depend on how much you wanted to live.
I think you might need to ask yourself some questions. How much do you want to change? Are you invested in being depressed? What would it be like to not be as depressed? Etc.
Forget about wrong or right. That’s black and white thinking, and it’s your life. It’s certainly harder for everyone who cares about you, if you remain depressed. But perhaps you are worried they wouldn’t care as much if you weren’t depressed.
Only you have these answers, but a therapist can help you figure some of these things out. Maybe you should ask yourself why you wouldn’t want to really understand these things on a deeper level, instead of wasting your time in therapy by not really engaging. Nobody has all the answers, and if you do, you are the first person in the history of the world, who does, and I have a lot of questions for you!