Pulmonary Embolism Support Group
By far the most common form of pulmonary embolism is a thromboembolism, which occurs when a blood clot, generally a venous thrombus, becomes dislodged from its site of formation and embolizes to the arterial blood supply of one of the lungs. Symptoms may include difficulty breathing, pain during breathing, and more rarely circulatory instability and death.

If you're doing everything you can to treat the depression (meds, therapy, or whatever you're comfortable with) then maybe the sleeping is just healing. Again, hard to tell. The best you can do is to take care of yourself mentally, emotionally, and physically. You'll probably find that you start sleeping less the further out you get and the better you're doing mentally and physically.
Also, I don't know why it matters if this is normal or not. Is your "depressed brain" just trying to find something else to worry about? Is it trying to find some way to "prove" that you're not doing well or not healing? Depression will tell you lies about your health and your future, so be cautious about reading too much into these things.
Right now, this seems to be the amount of sleep you need. I wouldn't worry about it too much unless you start to get to the point where you aren't even getting out of bed. If you start using sleep as a way to avoid everything else in your life, that's the time to talk to your doc or therapist.
@toss, that thing about depression being a liar, wow...Perfectly put. I've always had the tendency, so this really magnified it.