Many couples when informed of Down's risk choose to abort.
That said -- rounding up people and killing them is insane. But failing to test for birth defects and not working to prevent them is also insane.
Some ways this thread is going are kind of concerning, like, we don't know why people are depressed, so doing something like selecting against people who are liable to be depressed is probably a huge mistake. We could end up with generations that are poorly equipped to solve problems under pressure, etc, or whatever depression may naturally exist to help the host do.
If you create a hypothetical where the outcome is bad then I am not surprised the outcome is bad. You need to find something more concrete. I actually gave one: selecting against something nebulous like depression may have deleterious effects on the human germline leading to our own extinction. There's evidence that depression aids in avoiding potentially deadly stressors and increases problem solving ability.