Whether or not there is shame in getting help for your depression is cultural. Saying so on a hackernews post doesn't change the reality on the ground for any potential viewer in, for example, Japan or China.
Getting help may mean adjusting location to a less shameful community. With Internet communities and now the beginnings of Internet medical care, this might not even require geographic changes.
It was a little front-loaded, but the phrase "this might not even require geographic changes." at the end of his reply implies that it's less "move to a better country" and more "stop hanging around with people who damage your mental health and/or shame you for seeking help". This is very good advice, and following it in the past probably saved my life.