In the case of depression and anxiety, at least in the view of CBT, there is always some sort of cognitive distortion at play. In other words, if the mental anguish originates from having taken a distorted view of the world, it wouldn't tell us anything if the world was an OK place or not to begin with.
The question that bothers me is whether the existence of such distorted views of the world tells us something about the world. After all, they did not arise in isolation - what distorted that person's perception and what's preventing it from correcting itself?
This is an interesting thought but the answer can be as simple as cognitive biases. The world around you could be a literal utopia but the depressed mind would still think life is hopeless.
The mind is the world though. If the mind is distorted, the world is distorted. They can't really be considered separate, because for that being their mind is the true reality.
