Depression and suicide have non-immediately obvious distributions–countries with things like low crime rates, social equality, and plenty of food tend to have really high rates, while poor, violent countries seem to be quite happy.
Latin American countries, for example, score quite high on happiness surveys, despite being some of the world’s most violent places.
By contrast, the Japanese and Scandinavians have some of the world’s highest rates of suicide.
When something doesn’t make sense, try inverting it: Why might it be useful to be depressed?
I posit that in societies where delaying gratification, working hard, and tolerating high densities of people without getting into fights are prerequisites to reproducing (which has historically been true of China, Japan, and the West,) mild to sub-clinical levels of depression helped people succeed.
(Remember, the phenomenon of most orphans and illegitimate children surviving infancy is only about a hundred years old. Historically, these children almost all died.)
This is where I draw an analogy to Sickle Cell Anemia. With SCA, No SC chromosome = you get malaria. One SC chromosome = you’re not as healthy, but you’re protected against malaria. Two SC chromosomes = you die.
With depression, No Depression => Fun, risky behaviors => you never get a farm and die without any surviving offspring. One Depression trait => you’re not quite sure about this “fun” business => work hard, get a farm, and have children. Two Depression traits => Suicide.
(Obviously depression need not be caused by a mere one or two genes for the idea to hold.)
Seems like the question for Utilitarians becomes, “Is there a way to make people productive, non-violent, and happy, all at the same time?”