My first thought as well. I never caught covid but social isolation definitely induced anxiety and cognitive deficit in me.
I'm in your shoes, and pondering this very question.
Social isolation does cause depression and anxiety, as social interaction is a very well proven anti-depressant.
Covid is also known to destroy your sense of smell. The olfactory bulb. which is neural tissue in your nose, goes right into your brain, and has no protection from blood brain barrier...because it doesn't have it.
Covid is neurotoxic. Isolation does cause depression. Both are true.
Fig 1b, 1c. Fig 5.
https://www.nature.com/articles/s41593-020-00758-5
"Presence of intact CoV particles together with SARS-CoV-2 RNA in the olfactory mucosa, as well as in neuroanatomical areas receiving olfactory tract projections"