Is it normal for my therapist to ask me how I could improve my depression?

This has happened a few times now where when we’re discussing my depression symptoms he asks me how I think I can “improve my depression.” I never know how to answer, it feels uncomfortable and like it puts me on the spot, it feels like if I had an answer to that I wouldn’t be here, like I’ve been experiencing this since I was a preteen and isn’t depression more about a chemical imbalance? Like I feel like I can’t just be like “if I do this thing it’ll fix me.” but I don’t know if this is just some therapy tactic that I don’t understand. Plus there’s been several times where he kept trying to get me to think of a hobby or something that’ll make me happy to do and I kept telling him I just don’t have the energy or motivation to do anything and it just felt like he wasn’t fully listening. I have been just brushing it off but then I remembered how the only diagnoses I officially have is a “recurrent depressive episode” and an “adjustment disorder,” which still feels particularly insulting and painful to think about considering the doctor who put them in was completely dismissing my actual concerns and didn’t know anything about my life to say it was adjustment disorder, and I’ve still never been properly assessed for anything, I’ve only done the short questionnaire they sometimes do before pcp visits and then the doctor put in a diagnosis to put me on meds (that I wasn’t even asking for). I never thought about it but my therapist does know that there’s been some rough things going on in my life more recently, and I do think a lot of my situation worsens my mental health, but all my symptoms predate any of this situation by years, but now I’m worried what if he’s thinking my symptoms are all from situational issues and I can just change something and be fixed when I really don’t think that’s the case