Yes! So much yes to this. Depression, anxiety, burnout, these are all messages from your subconscious that you need change, radical, drastic change. You need to stand up and shout to the world and to your subconscious that you won't take this shit anymore.
There are a (probably) minority of people with genuine brain chemistry imbalances, genetic or otherwise, that cause depression. But for the vast, vast majority of people being fed pills and trying to ignore their problems, your mental health issues are signs of issues you need to deal with, unresolved traumas, unfulfilling work, love, family, or social situations, political problems that you can't accept but you won't engage with, and so on.
Yes.