I didn't find much new here at the conceptual level. This is what "Zeitgeist" means, and many epochs have been characterised as joyous or depressive.
However the framing of the study is important for me, because I broadly agree with the hypothesis that we are in a depressive epoch. In fact we are in an interregnum, which themselves go through phases in the gap between "a world that is dead and one still waiting to be born".
Why might the psyche of the Anglosphere be battered more than other groups or nations? Sure, we've had industrial revolution, slavery, two world wars, decades of proxy wars, environmental and financial disasters... but is our lot any worse than the long suffering people of Russia, China or Africa who carry traumatic histories?
I would argue that what ails "the West" is a loss of sense of positive future. That is actually a symptom of clinical depression too. The Fukuyaman conceit of the "end of history" is actually a dark and troubling stuckness. For me the prevalence of words like "inevitable", "ubiquitous" and "inescapable", especially around technology, are markers of a profound loss of creative vision and optimism.