Depression has many causes:

• For once, people work too much. It exhausts the body and we feel tired.
• For two, there’s the meaninglessness of life. It’s difficult to stay motivated when nothing makes sense/there is no future.
• Thirdly, positive sexual experiences strongly cure depression. Since the dating market is largely fucked (no pun intended), well that option doesn’t exist to large parts of the population.
• Fourtly we’re socialized to hide depression. As everybody knows, the first step to solve a problem is to recognize it exists. Stigmatization of depression has held back effective treatment for way too long.

Animals sometimes have very weird, individual behavior. You can’t just make any general rule what this specific bird was doing to you. Probably it wanted to communicate with you, tell you something. Maybe you should have observed it a bit, maybe it would have had something to show you, like maybe in the bush that it was coming from.