Labeling the phenomena depression frames the debate in a certain way, that's not useful for understanding evolutionary reasons.

If you hit someone strongly on the head the resulting trauma can frequently lead to depression. Is that depression in reaction to getting hid on the head evolutionary advantageous? That depends highly on how you have to structure a brain to not suffer depression when it get's hit.

While Googling around it seems that dogs also have something like depression: http://pets.webmd.com/dogs/features/depression-in-dogs Does depression helps dogs to solve complex problems which involve analysis? Is that what Andrews et al are arguing?