Whether or not somebodies sense of depression is triggered by something "trivial" or "stupid", it is likely genuinely causing them distress. Personally I wouldn't pull my friend aside and say, "Hey man you seem down, but the fact that you just broke up with your girlfriend is a total BS reason to be upset". Perhaps we are only differing in the way we like to describe the situation, but your language comes across as being unnecessarily "macho".