The suicide rate in the US is 2.5x higher than in Vietnam. Clearly people are a lot more fucked up mentally in the US than in Vietnam.
Also, anecdotally, I was much less depressed in Vietnam than in Canada/US. You don't realize how oppressive day-to-day life is here until you've lived there. Everything in the west requires 'insurance' and 'licenses' and 'regulation' and there's always someone telling you what to do and how to do it.