My bf once burst into tears suddenly, saying he feels so bad all the time and knows how hard it is on me.  I was flabbergasted.  I didn't think he was that aware of me, just too busy feeling bad for himself.  And knowing him as I do, I KNOW those tears were genuine and not fake.  The depressed shut down mentally and are not able to express what they realize deep down.  A therapist once told me it's like a "black hole" to them, literally.  It wants to turn in on itself, all that negative energy turned inward.

My bf does countless considerate things to show I do matter to him, though.  But I know what you mean, because it would be nice to hear it with WORDS now & then
.