I tend to think that our disconnection from the nature causes depression to humans. We have come so far from our natural living conditions that we fall ill to depression and other diseases. Another aspect is the lack of physical work that is very unnatural for us. We sit in cubicles (or at home office nowadays), use our brains and fingers to do work and at best hit the gym few times a week. After which we eat our stomach full and entertain us with things that were invented during last generation. Life certainly is safer and better for us, but it's making us unhappy. We live like medieval royals and like them we suffer mental illnesses (https://en.wikipedia.org/wiki/List_of_mentally_ill_monarchs).