Eh, depression doesn't always have to have anything to do with what you've been through. I've had random bouts of depression during really happy times of my life. Just woke up one day and felt... nothing. I was uninspired, miserable, and didn't feel like doing anything. It luckily never lasts for very long, just a couple of weeks, but nothing in particular triggered it.
I had another bout of depression when I realized that I was failing some of my courses during my graduating year in college, and it felt exactly the same as the other ones. Even though this one was "triggered" by something negative (actually, multiple negative things, but I'm not going to get into all of them), it didn't feel any different then the "untriggered" depressions I'd had before.
My point: Depression sucks, no matter what it is that triggers it, if anything.
Though I will concede the point that what Jake had was beyond just depression. There's a term for it, isn't there? When you go through depression because of war? I can't think of it off the top of my head, though...
Back on topic, I think Arbron had it worst. Though he did learn to live as a Taxxon, I don't think he was ever truly happy.