Being a "hovah" becomes depressing for thinking people after the initial euphoria of believing you know all the divine secrets wears off. Once the critical mind awakens and can process the contradictions inherent to the Watch Tower's philosophy a person finds themselves in a state of constant stress with no relief in sight. I think this stressed state alone can lead to depression but add to this the constant unrealistic expectations and unnatural peer pressure from your fellow over stressed cult victims who are also guilty and desperate and some escape valve must eventually be opened.
Many "hovahs" ,like me, turned to alcohol for relief. As a young single man I spent an average of about $40 a week on booze for soley my own consumption in the late 70's/early 80's. I was never a work-missing, rip roaring, getting arrested drunk but I drank dailey to drown my stress, sleep, remain functional, and combat anxiety. I justified this by saying that I drank in moderation like most JWs I knew. But moderation compared to what? Just because we weren't stumbling, pee on yourself, drooling drunk doesn't mean we weren't alcoholics. Most of us could not function without alcohol, I am convinced of this because rarely did I see my peers go without a drink for more than a day unless they were on anti-anxiety/depression medication like my mother. I think it is no accident that alcohol was never forbidden by the Watch Tower's leaders for much the same reason that totalitarian/commie countries always have a supply of cheap hooch available to keep their dreary population passive and anesthisized.
The brain washing used at the constant meetings tells us it is all our fault if we have doubts or feel depressed which leads to more guilt, stress, and depression. The only long timers I ever saw in this cult who were happy were always the ones who never took it very seriously. They broke, ignored, and bent the rules at every opportunity and were unphazed by guilt or doubt because they were not deep thinkers and saw the whole thing as a game where cheating allowed them all the benifits while avoiding many of the unpleasant consequences of being a JW. If you were a deep thinker and took your beliefs seriously you were doomed to unhappiness as a JW. Common sense and critical thinking are also deadly to remaining a JW in good standing. Realizing this fact, especially if you have friends and family in this cult, will lead to more stress and depression as you weigh the consequences of leaving in order to save your sanity. If you take all the "do more" and "you are evil" admonitions from the meetings too seriously and you are a naturally sincere person you cannot be happy as a JW because the meetings are geared towords the lowest achievers who don't take the admonitions to heart so they are endlessly repeated.
Once I stopped going to the meetings I did not take a drink of alcohol for 5 years. After 10 years I was comfortable with a little wine again with my meals but I can now go weeks without a drink and never notice because I am happier and more satisfied with my life away from the Watch Tower Cult. I drink now out of pleasure and not to combat stress so it is not a dailey and expensive activity. I just finished a bottle of Gin I'd had for two years. When I was a JW it would have been gone in a week along with alot of beer and wine. Life is not perfect but it is much better without the Watch Tower and my endless guilt at not doing enough for Jehovah.