OK, in too much simplified version: you not being content with the state of things may not necessarily be your fault - it may be the things fault.
Of course you can change yourself, all problems are within you, they are created by your optimization function. Apocalypse is not a problem unless you don't want it to happen. Without people who don't make themself content with the state of things right now it's not a nice place to be. But without people who are not content and are trying to fix it it's not getting better.
Just to be too verbose because of sensitive topic: it may be you, it may be chemical imbalance, I'm not saying it's a happy pill and long story short if you haven't experienced happiness in a long time go see a doctor yada yada.
You can be happy during apocalypse when you are making progress towards ending it, you can not like things and accept it. I'm just making a case for unhappiness being the sane reaction in specific contexts.
It's really hard to have a meaningful discussion about this topic without being seen as a murderer while providing a decent information density. Even on HN.
I don't think it's ever the thing's fault. If you're actually depressed about not solving a really challenging problem, this results from a process that works differently in people who aren't susceptible to depression. For instance, maybe you get depressed because you thought you could solve it much more quickly, and you're realizing your self-assessment is entirely wrong, and this starts negative thought spirals that maybe your abilities to do anything are over inflated, and that you'll just experience frustration and negative emotions in tackling anything, and this sucks the drive and enjoyment you used to experience from any of your hobbies.
If you weren't susceptible to depression these spirals wouldn't take hold, you might just say, "huh, now that I've learned more, I realize this is a harder problem than I first thought" and you just carry on.
It is never the thing fault. But it may be the thing fault given your optimization function.
Imagine a kid drowning in front of you (that somewhat happens but on the other side of the world so you can't see directly). You can be unhappy about it, but that's within you. If you don't care about the kid you have no reason to be upset.
Most probably would agree that maybe doing something to yourself to make you less upset about the kid drowning is not optimal. Reality is somewhere between this and somebody living a perfect life and wanting to kill himself.
