Both of you are obviously depressed. Treatment can help. I've struggled with depression and anxiety most of my life and have had it get better with treatment.
I think you haven't died yet because believe it or not you have a purpose here. You will die when you have completed whatever that is.
As for life experiences depressing you, I can tell you with confidence that these feelings pass and then years later you look back and realize how much stronger you are and that the things you wanted then weren't what was best for you after all.
Maybe you could look into some books about spirituality. It might help while you seek treatment for depression.
Also, I've come to realize that you can find much fulfillment in focusing more on others and trying to help make their existence here a little better.