I don’t think it is. People who say that are usually individuals who have never actually gone through a real hardship, or depression, so it’s easy to make such claims because you don’t have a real frame of reference for what being sad really is. It’s not an on-off switch, we are not machines, we’re more complicated than that.
However, I believe some things make you deal with sadness better and help you in your daily life. When I was depressed and alone, it helped me when I made plans for myself, no matter how small. Like ordering something online and then being excited to go pick it up, or buying movie tickets and then waiting for the day when I can go see it. It’s all about having something to look forward to. When you are depressed, for me the worst thing was that every day was the same, just lying in bed, not feeling like getting up at all. I learned that when you get even the smallest burst of energy, do something with it. Make plans. Make moves.
For me, it was starting just a conversation with a random person online. One line of casual dialogue which ended up becoming a serious relationship, and then, we moved in together and have been fortunate ever since! If it weren’t for that little random conversation, this would have never happened.
So my point is, make a conscious decision to do your best in any given situation. Make small plans and move forward. This will all make sense eventually, and you’ll look back on it as the period where your life took a turn for the better.