Labeling depression as a disease is important because it means that health insurance companies must provide mental health coverage equivalent to what they would provide for any other disease (at least in the U.S., at least for now).
Of the people you listed who "embraced" their depression, Hemingway and Woolf committed suicide and Pollock and Poe likely died prematurely from alcoholism related to their depression. Lincoln was suicidal on multiple occasions, but fortunately never completed the act.
While it is wonderful and awe-inspiring that these people were not disabled by depression to the point of absolute non-productivity, if depression treatment had been more effective, less stigmatized, and more readily available, we might have many more great works than those that were produced.