I can only speak for myself, of course, and in my case, the ever increasing access to information and social contacts, actually eliminates the hope of finding any large-scale meaning in this world, ever-so-gradually, when you keep failing to see any point no matter what you learn and who you meet.
Not exactly depression, maybe it falls under nihilism, but.. Everything just is, and it doesn't ultimately matter what you do.
I suspect that even if I had a starship capable of traveling to other worlds, and a long enough lifespan to see them all, I'd still find everything ultimately pointless.
Usually this leads to drugs first and not outright suicide, but it is still nonetheless quite harmful to the individual.
Typical internet denizen idea of humanity.
Religious people are not all deluding themselves into happiness. Quite a lot of them find religion to be a framework with comes with its own sources of existential dread.
Emotions are a delusion to keep us happy? Hope is also a delusion to keep us happy? ...what?
Would any of these matter at all to a different intelligent species? Say, a hypothetical species without any gender. Poof. More than half of human values and aspirations become meaningless.
"Happiness" that is to last for more than a fleeting moment depends entirely on what we choose to believe. That is some pretty flimsy grounds.
That's not how mattering works.
On the other hand, I just noticed your username, and you know, it totally fits. How did I not notice that the guy proclaiming the pointlessness of life is calling himself, "Rasengan"? Come on, please tell me this is all some jocular TTGL reference.
The coming into an unknown world, ignorant of everything, constantly reconciling conflicting ideas, nagged by a sense of ultimate pointlessness, and the dread of inevitable mortality. However we may try to pooh-pooh these things away, they've been an incurable source of unhappiness since time immemorial.
Humans cannot be truly happy unless we keep ourselves seriously deluded or constantly distracted; with biosocial emotions, religion, duty, hope, ambition, goals, pleasure or whatever.
Throughout our history the distraction has mostly been provided by daily struggle for survival, but the comforts of civilization and technology, and the increasing knowledge of the species as a whole, have been laying us bare to the above.
We probably either have to keep cooking up new distractions, or we'll need to sit down as an species and conduct a no-bullshit review of what it means to be human, and everyone's place, right and requirements in this world, and our combined place in the cosmos.