First, sadness and depression aren't the same thing. Everyone gets sad, everyone suffers grief, not everyone suffers chronic unexplained darkness, which is depression. Suicidal thoughts are a lot more severe than sadness. Neither is pleasant, but they are different. As for the two examples you mentioned, neither is all that important to you, is probably the answer. It sounds like you either kept yourself so busy you couldn't be depressed because you had no time in your life for it -- I did that once myself, by going to graduate school -- and I think for most people if you just communicate with someone online and never meet and are never intimate, it's not really that close a relationship. Obviously, some people do really bond online, but I still think that for the vast majority of us if we never actually meet someone and spend a lot of actual physical close time with them, they were more of an idea than a concrete relationship. That doesn't mean corresponding with someone, which is what you were doing, they used to do it with letters but now we do it online, isn't a relationship, it is, and it can be close, but I'd say, if you meet an actual human on the physical plane and you get close and it ends and you feel nothing, then it might be time to worry. When people go overboard on not caring at all about others, it can be a mental disorder, but so far that's not what you're describing. So I'd ask, has anything bad happened to someone you actually know personally in your life, such as in your family, and you didn't care at all about that?
Wow, I'm actually impressed! You've found a way to self talk and use grit and determination along with resilience to overcome things. I think, really, that is fantastic. What you'd want to make sure is that you aren't just burying deep feelings that will eventually catch up to you and you'll crash emotionally. But it doesn't sound like that is the case. You have found a way to work yourself out of that as bad feelings come up. But if there ever is something that routinely is bothering you (such as the break up, a major disappointment, etc.) then talking about it with someone is a good idea. That can be a therapist, a trusted confidant or even just yourself in a journal. To me though, it sounds like you have a bad feeling (sad feeling) and acknowledge it, feel it briefly and then move on to more productive things. That's really a pretty awesome strategy. I personally don't think you are saying you don't care but that you care and are just not going to let it drag you down. This is strength.