Is it okay to have no sympathy for depressed people?
What do you mean by that. Do you think depression is bad?
It seems that they just need to pull themselves together
It sounds like you have never been depressed, which is good. However, you should have more sympathy for people suffering through depression. It's not as easy as it may seem to overcome.
If people cannot make it work, then they should be shot. I was just kidding.
Please do not joke about such violent behaviors. Depression can only be fully grasped by those experiencing it. Show some empathy and support for their unfortunate circumstances.