Honestly i feel like martin would be the kind of guy to slap the "depressed" label on himself all the time yet when coming into contact with someone actually struggling with mental illness, not only would he dismiss it, he would somehow make it about him rather than the other person.

(Something along the lines of "Ohh so it's MY fault that i don't 'give you more space'?!")

(This is kind of about his behaviour towards jon in season 5 and his aversion to statements)

preach it my liege you’re right and you know it