That depends. "Too depressed to do anything" is a pretty effective way out of certain unpleasant situations.

Specific example: Being in grad school caused my life to suck titanium balls, which (presumably combined with a pre-existing brain vulnerability) led me to the point where I was too depressed to do any work. Which meant I had to drop out. Which was the only way I could ever have left, as my moral system at the time did not permit giving up an endeavor simply because it was making me miserable. And, surprise, surprise, as soon as I got on the plane out of there it was like color came back into the world and life was worth living again.