To an extent I agree. But, a counter point, I've experienced significant depression (very first world problem), and reasoning about my situation objectively has actually helped me. I try to distance myself from my feelings and acknowledge what my real state in life is, and make choices accordingly. That has kept me out of some trouble, and also helps turn my feelings around.

The very act of choosing based on reason instead of feeling gives me a feeling of power, and depression tends to be accompanied by a feeling of powerlessness. This seems to be the mechanism of how reason helps me with depression.

Of course, it is not a complete cure, and it would be trite to say so, but reasoning does help.