Anxiety and depression go hand in hand. Modern life is hard on some people, fear of losing a job or making the next mortgage payment, or getting good grades, and so on can lead to anxiety in people who er toward flight rather than fight. This anxiety can trigger depression and then the horrible cycle begins.
If you have to drink or do drugs to do your job, you should probably question your career path.
If you have to drink or do drugs to feel satisfied with your life, you should probably ask yourself what you have actually done to make your situation better.
It seems to me that many people lack the capacity for this sort of introspection, especially those who are depressed. It also begs the question: what about the people who don't have the ability to make their lives better (either because they lack the capacity to make good decisions or that no good decisions are available for them to make given their circumstance)? At what point is it acceptable to take a broader view and note that the structure of our society itself is a major factor in widespread depression, rather than any poor personal choices made by individuals?