Now it might be that the 1st study identified an effect on a (very specific) subpopulation and in the bigger study case that subpopulation is not present or not identifiable. But who knows
Now of course it's not wrong to study a certain gene, but to go "all in on" a very narrow study path is stupid. Now, if on the course of the depression studies they found this gene had everything to do with a different disease that would be "p-hacking" or something, right? RIGHT?
More statistical power and "rigour" won't lead research anywhere because it's not the studies that were necessarily flawed, it's that the effects might be small, or dependent on a chain of other factors, so unless the effect of a single factor is predominant it might not even matter (as an isolated factor).