A., as a social worker, lifelong sufferer from depression, and mom to a 6-year old child who battles depression, let me assure you that as abnormal as it feels, what your son is going through is not unusual or anyone's fault. One thing you MUST get out of your head and out of your vocabulary (and anyone else in your son's life) is the idea that depression and quality of life have to be related. Depression doesn't mean 'sadness.' It doesn't have to be situational or because of anyone's flaws... depression is often strictly chemical and beyond our control. I always tell people who just cannot grasp it... the 'picture-perfect life, etc. so HOW can this be happening?'... that depression is not sadness. Depression is the absense of happiness or the absense of satisfaction. It is not your fault he has depression. It is not his fault he has depression. It is chemical, and no amount of looking for blame on your own part or on anyone else's part is going to help or change anything... in fact, it could be very hurtful.
He needs to know, now more than ever, that this is something you are going to work on together as a family. Just like, it seems, you handle everything else with your kids. You are a good mom dealing with something that is unexpected and, it seems, not familiar to you. But now is the time to 'unlearn' the definition of depression as 'sadness caused by...' It doesn't fit in this case and will not help you or your family.
My advice, other than to stop looking for blame or reasons, is to accept the help offered by the psychologist. Listen to your son. Be there for him, just as you always are. There is support available, there are tons of ways you can help him. Most importantly, as you already know you are a good mom, continue to be that good mom. Trust that you are the most important person in his life and that you will work through this together--as a family.
There is light at the end of this tunnel. I wish you and your family peace and luck throughout.