Even if it was worse overall, it gave us an economy and nation afterward that was far better than before the Great Depression. It is, of course, impossible to say where we'd be without it today, but things like the GI Bill greatly educating the American workforce or women entering it significantly undoubtedly changed us for the better.
The ramifications of that war are so complex that we're still finding new ones, but I was just pointing out that it is generally considered the end of the Depression, and much of the reason for our following prosperity.