Is it normal to think there is more than one type of depression?

I have depression but I never understood how someone with a perfect life and no bad past or bad experience s could suffer from the same mental illness.
If I ever hear of that person with depression but also a perfect life I always tell my self that it must be a chemical imbalance that's causing it or something to do with their brain not working the way it should.

Meanwhile I and others know where our depression stems from; abusive relationships, bad past, current struggle with life or horrific things we saw that left mental scaring.
There must be different types of depression. Because from observing and listening to others in my therepy session, we can relate to similar symptoms of depression, but when we talk about the past or current troubles, there's a huge divide in the group.

For example there was one guy who amitted that he has a rich family, and nice beautiful girlfriend and a good high paying job, and never experience anything bad. But felt like killing himself. But he doesn't know why, he just thinks he shouldn't be alive right now.

So could one type could be something purely medical, and the other is more psychological stemming from horrible experiences?

I hope I'm not the only one baffled by this.