Why do depressed people have inappropriate guilt feeling?

Guilt: Dynamically speaking, guilt relates to self blame and negative self concept.

Unrealistic guilt: Thought processes can become distorted with depression. A person may view themselves & their actions negatively & unrealistically. They may feel responsible when bad things happen that don't even fall under their purview. They may be quick to blame themselves & even minor transgressions can become a major focus for them.