Completely agree with you, although I think that "going outside and taking a multivitamin" is an inadequate substitute for "live inside a prosperous, functional human-shaped society".
The point is, you cant start from the outside and work your way down the the individual. It starts with the person.
"Depression" is a natural response to living an alienating modern lifestyle. The people who can appropriately "deal" with it (like myself) all have something extra going for then, like deep family structures or unusual minds.