Not me...that sounds like someone saying that I would rather hear about God's grace and mercy from someone who has never sinned and been forgiven..
Jesus said the one who loves most is the one who is forgiven most. Seems to me the one best able to lead someone out of depression is someone who has walked that path with Holy Spirit before me.
Paul said that he could only teach what he knows...and Jesus learned obedience through the things He suffered...and that He is a compassionate High Priest because He experience temptations as we have...yes, He did not sin when tempted and will show us the way out of every temptation...because HE has already walked that journey...