Is it bad to ask for attention when feeling constantly bad?
The thing with "(old) friends" and roommates is they don't want to be your therapist. It's too much emotional weight for them to take on.
If you're lucky, you will have some close family members and maybe a best friend
(read: not "just a friend
") who will always be there for you and do anything for you, but other than that, people just don't want to deal with it. They have enough of their own problems to handle to take on the problems of others.
The exceptions will be actual therapists, in-person peer support groups (both of which would be recommended in your situation), and online communities like this website because we understand what you're going through (make use of us).
For those (old) friends and roommates, what you want out of them is to just spend time with them, feel included, and enjoy each other's company, but your depression is a major obstacle in this.
It's a bit of a catch-22 where you need connections to alleviate the depression, but need to alleviate the depression to make connections. So, the first thing I'd be doing in your situation is looking for mental health resources in your area and options to connect with others who are dealing with similar problems.
You use those resources to lift up your mood, and then you'll be able to socialize and get involved a little more with people like your roommates and other friends.
If there are no resources available, then maybe you can start one (as in a support group) -- advertise wherever you are (is this college or university, or something?), and who knows... Maybe one of your roommates will be among those who respond.