In this paper we study macroscopic density equations in which the diffusion coefficient depends on a weighted spatial average of the density itself. We show that large differences (not present in the local density-dependence case) appear between the density equations that are derived from different representations of the Langevin equation describing a system of interacting Brownian particles. Linear stability analysis demonstrates that under some circumstances the density equation interpreted like Ito has pattern solutions, which never appear for the kinetic interpretation, which is the other one typically appearing in the context of nonlinear diffusion processes. We also introduce a discrete-time microscopic model of particles that confirms the results obtained at the macroscopic density level.