Sure if I attacked you with a sledgehammer, you might get depressed. But why?

Depression in patients with acute traumatic brain injury : Major depression occurs in about one-quarter of patients after traumatic brain injury. This is the same frequency as in other major disorders such as stroke. Major depression appears to be provoked by one or more factors that include poor premorbid social functioning and previous psychiatric disorder or injury to certain critical brain locations.

Depression among older adults after traumatic brain injury: a national analysis.: TBI significantly increased the risk of depression among older adults, especially among men and those discharged to a skilled nursing facility. Results from this study will help increase awareness of the risk of depression post-TBI among older adults.

It's plausible that the trauma kills neurons and thus creates depression. It's also possible that some fascia tenses up and produces problems. It's possible that it produces Sensor Motor Amnesia. It's possible that it creates problematic inflammation.

There are a lot of plausible mechanisms to choose from.