I have a wife and 3 sons and am working remote now for over a decade. If you have family around its super not depressing. Before that being single, I had my dog or went out to the beach and sat under an umbrella and programmed wirelessly or visited a coffee shop. Being in sunny SoCal helps too. If you don't have friends or don't go out and stay by yourself all the time, the vast majority of us would feel depressed. Being remote doesn't mean being alone, it just might be correlated to people who like to be alone more and thus depression ensues for most of us in that scenario as a "feature" of evolution. Some tips to combat depression in general are to work out in the morning, go for a run, listen to fun music that makes you feel energized, try to work outside or around people when you can, use sunlight as your friend meaning respect that you evolved for waking hours and your circadian rhythm sleep cycle is regular, and you have a nice social network where you also physically are in the same room with people etc. Basic stuff kind of like food... in that eating healthy over junk makes you feel better, so is the social and routines that make us feel more healthy, you needs it even if you would rather be a recluse at times and not shower for a week living in your basement with the blinds closed.
Same here, wife and 4 kids. Definitely not depressing. People like to associate big targets with their mental health, but honestly remote work doesn't make you depressed, your lifestyle can, and remote work can emphasize that. If you get your "fill" of social interaction via other means, there are enormous advantages as well.
Yep, that's kind of the point. Working remote doesn't cause depression, it enables it, particularly when your lifestyle makes depression a high probability. If you're a type B "loner" that doesn't really have friends/family, I would argue that you probably shouldn't work remote if you also happen to be susceptible to depression.