I think it has more to do with being engaged with the struggle for survival. In wealth, survival is virtually guaranteed.
You don't have time to be 'depressed' when your kids are barely getting enough to eat.
there are religious occidentals that even with great confort stayed faithful to God's words and as result successfuly built strong lasting families where everyone contributes and is happy as long as faith is kept by all the members.
Atheists are dying of not believing. They develop "mental illnesses" which are depressive states of mind only based on lack of love and spirituality. Parents psychologically, physically harm kids and kids get as depressive as them and stop reproducing, or once they reproduced, keep tormenting their own kids imitating subconsciously the way their own parents tormented them.
They end thinking life is absurd, they believe in nihilism, they hate themselves and others and the only way to cope with reality is to flee it in various drugs and others addictions known as SINS.