One has to be very careful not to conflate sadness (even profound sadness) or "feeling depressed" with medical depression.
People who are not suffering from depression are highly unlikely to commit, or even consider suicide even in the face of profound tragedy. A lack of understanding of this disorder can lead to friends and loved ones just thinking that someone will "get over it," or "shake it off."
You are correct, there is a difference between sadness or grieving and depression. However, some people think that people with depression can just get over it and it is not that easy.
I have been sad and have had depression, there is a huge difference. Depression is a real force that is hard to combat, it distorts your thinking and affects one physically. If you know someone who you think may be suffering from depression, don't think or say that you can just get over it, recognize it is a serious issue and let them know you are there to help them, suggest that they talk with someone who is an expert and let them know that they can get through this with help.