Now that we don't have to fight daily to survive, we can take a look around at our species. We are also well educated enough to see unfairness and bullshit throughout the world. Realising you as the not in a life which fully follows rules of fairness or justice can be really heavy blow. Not having a clear purpose can be hard as well. Comparing yourself to a peer group of only successful people without knowing how they got to where they are can have lots of subconscious effects.
Being part of a complex society, not understanding it all and therefore not knowing which direction to work towards success breeds depression.
Because if this yes I can see antidepressants being widely proscribed since they are cheaper than fixing underlying structural issues with society. At least if you can fix them the pills will help you get to a world that is a but better.