'Depressing' has a variety of facets made up of sadness, textual content/lyrics, and (at least for me) the placement of the title within its respective album context.
Anecdote: When I previewed Kid A via AudioGalaxy back then (it would not be released for another two weeks in my region) I thought the stylistic choices of 'Everything in its right place' were some kind of encoding error (quite frequent back then) so I trashed the whole album after spending hours on the download.
Imagine my surprise when I listened to the album from the physical album I bought a fortnight later :)