Is it possible we are seeing it the wrong way, does anxio-depressive mood trigger you to go on sugar binge?
One cause has been suggested and researched that certain gut flora can manipulate your mood to cause you to feed them what they want. I.e. diet and mood can be codependent where the blame goes both ways.
To put it differently, causation is tricky to prove, presence of something causing an effect is quite different than absence of something causing it.