By that I mean, it must be an inherently comforting thing to think - we inherently know this and want there to be something after death, because it feels right, or more meaningful. There’s a reason basically every civilization ever has some sort of afterlife ethos.
I realize I am basically horseshoeing my way into evangelicalism but still. Maybe life was better if we believed there was something beyond this. [edit - please note that yes, the world is shitty, things are awful and getting worse, and that is exactly my point – we get THIS SHIT, and nothing else? god that’s awful]
A depression is an illness. “Feeling depressed” is a symptom, not the cause. The cause is a bodily malfunction that needs to be treated with appropriate medicine.
If believing in some “higher being” or “the afterlife” helps an individual to deal with the symptoms of a depression that’s great, but not believing such things does not cause a depression.