I recently read an article that claimed that depression is linked to thinking (philosophy) too much. Apparently people who are more "here and now," and don't think about the bigger issues, like the meaning of life tend to me more happy.
Do you still have the link?
If you mean something like: http://psycnet.apa.org/index.cfm?fa=search.displayRecord&uid=2009-10379-009
Its claim is that depression leads to more analytical thinking, not vice versa. It's also a very unsubstantiated claim. The type certain pop "science" sites mention a lot.
The easier claim of "people generally try to get rid of things which they think make them sad", is not only much more quantified and proven, but provides a satisfactory explanation as to why depression would lead to increased thoughts and focus around perceived problems.