I have a theory and have no idea if there is basis to it. But what I feel based on my own experiences is that it's not so much that we experience true, clinical depression. It's more that our vices and crutch is gone so we are left feeling the full range of our emotions. And we are feeling them strongly. It's unbalancing. So our goal (well, my goal) Is to find balance again.
I do this through learning mindfulness, self care and meditation. It's something more passionate about.
This is my own opinion based on my own experiences. But maybe someone will relate.