In my experience, I have mostly found that the only difference between people who are in therapy and those who are not is the environment surrounding them. In other words, people who have support systems that they can turn to in times of trouble are less likely to seek the support of a therapist. But there are a few qualifications to this.
First, a person can have a wonderful support group -- friends, family, coworkers, partner(s) -- and yet still not have the type of support they need for the problem(s) on their mind. Consider someone who has issues with their partner, even though their partner is loved, loving, and supportive. Doesn't mean issues won't arise, and when they do, it can be difficult to discuss them with that partner.
Secondly, a person's support group is ever-evolving. There might be times when it is not as supportive as it used to be. Consider someone whose best friend moves away, or someone whose parent dies. It may take some time to adapt, and in the meantime, the support system is lacking something.
Finally, a support group does not simply consist of friends, family, and partners. Many of the Medicaid clients I worked with during my internship relied heavily on social programs. Many of my clients now rely on the policies and procedures of their company. And our most recent election has shown us how much we rely (and would like to rely) on our political leaders. These are the macro components that we sometimes forget about.
A support group is multi-layered and ever-evolving, which is why everyone will experience "gaps in coverage." If I can articulate one thing to people who know little about therapy, it is that when someone comes in for help, it is because they are experiencing a gap in coverage -- not because something is wrong with them.
The way I see it is, people have mostly similar emotional reactions to adverse circumstances. The major difference is in how well they are being supported when those circumstances arise.