I had a similar experience but I eventually found that sticking to a consistent 8hr sleep schedule and doing a quick 20-30 minute physical warm up first thing in the morning fixed the problem.
My first hypothesis was like the others here - that it somehow screws with my brain chemistry to make me permanently dependent on it for my mood.
Another possibility is that coffee enforces some level of ritual and regularity into my mornings. Since I have a physical dependency on it, I'll go out of my way each morning to get caffeine and usually induce some tangential benefit, whether that be by brewing some coffee (benefit - I usually make breakfast while waiting on it to brew), by going to a coffee shop (benefit - I go for a walk), or by taking preworkout (benefit - I get a workout in).
So I guess if I was able to be super consistent about some alternative positive morning ritual (like a physical warm up) maybe it would fix the problem of feeling more depressed when not drinking it.
Another possibility is that coffee enforces some level of ritual and regularity into my mornings. Since I have a physical dependency on it, I'll go out of my way each morning to get caffeine and usually induce some tangential benefit, whether that be by brewing some coffee (benefit - I usually make breakfast while waiting on it to brew), by going to a coffee shop (benefit - I go for a walk), or by taking preworkout (benefit - I get a workout in).
So I guess if I was able to be super consistent about some alternative positive morning ritual (like a physical warm up) maybe it would fix the problem of feeling more depressed when not drinking it.