That's a fascinating insight. Recent medical research implicates neuroinflammation in the pathogenesis of depression [0][1]. Steroids generally have anti-inflammatory properties. Allopregnanolone specifically has anti-neuroinflammatory effects [2][3].
It's amazing, inflammation appears to be implicated in all manner of diseases and conditions.
[0] https://onlinelibrary.wiley.com/doi/abs/10.1111/ejn.14720 [1] https://www.frontiersin.org/articles/10.3389/fncel.2021.6910... [2] https://www.sciencedirect.com/science/article/pii/S009130221... [3] https://www.sciencedirect.com/science/article/pii/S235228951...