There are a lot of ways to cure illnesses and depression by different types of mental and physical activities. People of this world don't necessarily need God to meet the challenge of their problems. They trust themselves and their actions are based on their own will.
For example, as to depression it is successfully cured by psychotherapists.
God is needed for happiness only by the chosen ones who go along the so called "narrow path". But there is a scarcity of such people living in the world. And it's better to call them "blessed" instead of "happy".