I think a lot hinges in your question on the word "slightly". Is there a moral obligation to keep a promise to do something that is "slightly immoral"? I think that the answer has to be "No", since the value of duty to keep promises is not in question, and the act contemplated is only "slightly" immoral. OK, but how slightly? Would it help if you had written, "if I promise to do something that is utterly and completely immoral"? Or if you had written, "If I promise to do something that is only ever so slightly, just the teeniest barely discernible bit, immoral"? I think such gradations make a big difference, and it is not very clear how "slight" the immorality has to be before it ceases to conflict with the important general obligation to keep promises. Of course much depends also on the question to whom the promise was give, why, under what circumstances, and so on. These all need spelling out before we can address the question with any hope of answering it.
What you describe is one response (one that has occasionally been used by theists) to the problem of evil. It is sometimes called the "contrast" argument. It is found for example in Leibniz's Theodicy of 1810, in various forms, along with other arguments defending theism. The version that you propose is that evil must exist for there to be an understanding of good. In some versions of the contrast argument, evil must be there if good itself is to exist.
I think it is possible however to have a very good understanding of something positive (the positive numbers, for example) without understanding something negative. Again, I can perfectly well enjoy a good ice cream without ever having tasted a bad one, and know that it is good, at least in the sense that I enjoy it. I don't think that I myself have ever had a bad ice cream, rather than the odd less than perfect one, though I may be wrong, but in any case my enjoyment of all the good ones would be much the same even if I had had a bad experience, and unimpaired even if I hadn't.
Besides, why the enormously high price tag on the understanding of good? How much is the understanding of the good really worth, and why? Is it so important to understand the good (and what does it mean here, precisely, to understand the good?) that we have to import into the world the untold and seemingly endless suffering and destruction that constitute evil to make it possible? Wouldn't it be better for us for evil not to exist and for us not to understand the good? It might be replied that then we would have no basis to choose the good over the evil; but in the world we are imagining there is no evil not to choose!
Good can also exist without evil, as opposed to the understanding of evil. My good treatment of an animal requires no larger background of evil to make it stand out, by contrast, so to speak. It stands out because and deserves the description of something that is good because of what it non-relationally is, the treatment of an animal that results in the animal enjoying a good life, of which, I think, animals never seem to tire.
In general, therefore, it seems to me that contrast arguments defending theism against the argument from the existence of evil fail.
Of course there are other responses to the problem of evil that are available to the theist. The freewill defence and the soul-making defence are examples.
The claim that something "symbolically supports tyranny..." is not a claim about the act in itself, but a claim about the meaning of the act. Your vegan friend may see troublesome meanings in the act of eating artifical bacon flavored chips or wearing fake fur. But not everyone does, and there is much ambiguity and complexity about what things mean. To take another example, I have friends who will not marry because they think that "marrying symbolically supports an institution that oppresses women." I don't doubt that marriage has historically oppressed women, but I think marriage has multiple meanings (commitment, family, for example) and any decision whether to marry or not needs to take all these meanings into account. Back to the fake fur: Personally I prefer fake fur that looks fake, so that I don't make unnecessary enemies or set a bad example. Your friend is so passionate about veganism that he focuses on one set of meanings.
Depression used to be classified in two forms: endogenous ("originating from within") and reactive. There was an obvious point to this way of classifying things, but a different way has been suggested recently. The newer way is to distinguish between cases in which depression, the medical condition, is present, with its bodily neurophysiological causes, and cases in which only symptoms of depression are present, and which lack the underlying neurophysiological cause. The symptoms might however be produced by some environmental cause, a depressing incident, a personal loss or a major setback in life, without the marked and persisting change in the biochemistry of the brain which is believed to underly the medical condition. The significant difference between the two kinds of condition seems to be that changes in the environment typically don’t touch the medical condition. That may even be a defining characteristic of the condition, as well the usual things doctors look for, such as failure of concentration, changes in eating habits, sleep disturbances, and so on. (Grief, perhaps, can be severe enough to be a borderline case, or develop into real depression.)
Whether to treat with medication should be based on this distinction, or one like it. When the condition is serious enough to block the happy and satisfying life that we could otherwise reasonably expect, then we should perhaps be thinking about treating it with medication. If we see a friend or family member going through the darkness and dangers of severe depression, we will want to do what we can, and we all have an obligation to help, especially if we are medical professionals.
There is by the way also some interesting empirical evidence that people suffering from depression are actually more accurate in their judgments of situations with possible negative outcomes than people without the condition. From this point of view it might look as though the depression is the result of the more accurate perception! On the other hand, depression causes inaccurate and falsely negative mis-readings of facial expressions.
The world situation is disturbing. But if someone has real depression, can’t work, can’t sleep properly, can’t form ideas or concentrate, then this may have to do with an organic problem. What is being removed by medication is this very clear and noticeable condition, with all its miseries. It would be a trick and a tricky philosophical proposition if treatment just removed the perceptions and judgments of the world situation. But they may not actually be the cause of the distress, though it can seem as though they are. The situation is rather that proper medication may be able to prevent irrelevant and unnecessary distress, and even to make it possible to act on the view one has of the world situation.
There is the fact that it is possible to treat something badly or to damage it, whether or not it is sentient. A pair of shoes can be badly or well looked after, and it is wrong not to look after a good pair of shoes properly. A living thing like a hedge can be properly maintained or attended to, but something more is involved. Sometimes, it seems to me, the aesthetics of the "art object" (horrible phrase) can reflect what it actually is. So it is natural to trim a box hedge in one way, and a mixed hedge in another way, perhaps a less formal and more undulating, the shapes reflecting the different kinds of growth - hawthorn, or privet or beech. (A hedge that is full of straggly and unwanted sycamore looks awful, and the holes soon begin to show.) Pugs and poodles may be perfectly happy qua sentient beings, though often there are specific health problems with specific breeds, but it is perfectly coherent to object to the whole process of breeding and thinking of living things as being objects for our use - manipulation - and enjoyment only. Much the same comments can be made about the wilderness, and your question and suggestion raise profound and important questions of ecological ethics and aesthetics. For some, the ethics of GM foods has a spiritual dimension too.
'[I]n general truth-telling is morally preferable to lying . . .', Peter Fosl writes. This doesn't seem quite right. Lying is wrong, and telling the truth is right, not just a bit "morally preferable", even if there are worse things than lying. There seem to be too many ways of avoiding or deflecting the question to make it seem plausible to say that one has to respond, morally speaking, by saying something. Why not simply ignore the question? That might be rude, or even a bit cold, but it's better than telling a lie, surely.