Depression has plenty of evidence linking it to inflammation. If we can start seeing it not in terms of mind/body dualism, or on some outmoded moral spectrum, but on the same terms as any other illness, like the common cold, we'll make a lot of progress with it as a society. Much like the common cold, it probably has many different causes (like colds are causes by many viruses) but the same disease phenotype.

What you might be getting at with the comment that "everyone has it" is that modern society seems to cause depression just as surely as swimming in sewage will cause other illnesses. Much like society prior to germ theory, widespread depression will continue until we can learn more about the causes and mechanisms. People used to think other illnesses were moral failing or spiritual possession until we discovered that it was from drinking water that someone else crapped in. So how many things are crapping on your mental health? Are they really inevitable and necessary, or just bad cultural programming and assumptions about what society should look like? How much might be from strictly physical causes like air pollution? (There's research backing that.)