It's quite possible humanity has survived because most people never get depressed. You need to be quite clear about definitions to have a meaningful conversation on this.

Unfortunately your genes don’t care about whether you’re happy or not beyond your gene’s needs for survival and reproduction.

Yes. And given the prevalence of continued prevalence of depression, there might be some evolutionary benefit for the genes that also cause depression.

No clue whether it's the depression itself, or whether that's just a side-effect of something else that's useful.

Maybe. So please ignore the part where I speculate about evolution, if you want to.

Empirically, most clinical depressions get better by themselves today.

Similarly, most alcoholics improve by themselves.

(Of course, effective treatment is still useful!)