In ACC at least it was like that.

SPOILERS

*Cloud puts Buster Sword in the rock.*
Zack: My honour, my dream, they're yours now.
Cloud: I swore that I would never forget, I tried. But I...
*grabs arm, eyes turn in slits*
Sephiroth: Don't pretend you're sad, why tremble with anger that's not even there? Face it Cloud, all you are, is an empty puppet...

End SPOILERS

in AC he was already talking about him having promised to live out both our lives. Something that doesn't match up with FFVII, they made AC with the prospect of making an explaining prequel in mind.

Anyway Wolf Kanno, you say he's not depressed over the right reasons but when I say he's depressed because of GeoStigma I don't just mean he's depressed because he's sick and dying, depression, or as it was stated, having your heart filled with doubt, is a drect symptom of GeoStigma. What he focuses his sadness on is his problem.