You don't have to have a particular reason to be depressed or SI. Some people find it harder to deal with their feelings than others.
I've had this problem, i met one stupid doctor once that said i must have been severely abused to be SIing that badly. I was not abused as a child and i don't believe either that how 'badly' you SI has any correlation to mental distress. But he was just one idiot doctor, all the others i've seen have never suggested that i don't have a right to feel that way or to be SIing.
I really think you should give it a go. There's obviously something going on that you need to work through and if you go to the GP they could refer you for counselling. You may also have clinical depression that could be helped with medication. I would definately go to the doctor and explain what's going on.
Whatever is distressing is obviously very hard for you and everyone is individual.