I agree with everything you said 100% except the last sentence lol. I think there is healthy stress and then there is being exposed to too much, tapping out your adrenal glands, a cortisol dump and then massive depression.
I am not suggesting those with lots of stress take more upon themselves. However, I do think by altering your perception of stress, doing more "self care" excercises (brushing teeth, sleeping right, eating right, taking care of your appearance, etc), you boost self esteem which helps "cure" the depression over time and makes you feel better. So, if you FEEL like shit perhaps healthy stress that challenges you, but does not overwhelm you is a part of the solution.