Do you have a source for that? In my anecdotal opinion, video games offer a refuge from the real life that can be helpful in depressions. It's addictive and causes addiction style issues, but that is another story.
> Markedly diminished interest or pleasure in all, or almost all, activities most of the day, nearly every day
Depression could conceivably present as a person who loves video games but can't find the energy to play them anymore.
That isn't so bad for solo play but most of my playtime is co-op games like Deep Rock or Vermintide and I am lucky to have an IRL friend group to play them with.
If someone was happy, they’re less likely to escape that world, unless they’re playing with the people they’re social with in reality not a gamer they play with, usually with local LAN or multiplayer it’s different than single player or playing with strangers.
I don't relate at all to anything you say about escapism. Depression doesn't mean hating the world and your circumstances. Most of my depressions came when I knew that objectively my life is great and I'm doing well. It's an internal total loss of joy that destroys the positive feedback loops that keep all of us motivated.
I don't think of games are more escapist than any other solo activity, like education or reading non-fiction or programming. It's just another type of joyful effortful focus. I don't forget myself and who I am and live in the game. I'm still me, playing the game.