"I don't miss her" is a lie but "I love you" also is. Well played; you really got the most depression-mileage out of every single word in this little story.
I still can't help but feel like, maybe, they're better with each other than without (even though they definitely shouldn't be dating)- when you're depressed, sometimes you just need someone to commiserate with, rather than practical but unwanted advice. It must be hell never getting to lie for privacy on a sensitive subject, or tell a white lie not to hurt someone's feelings, so it must also be really nice to find someone who understands that problem.