Yes, there is interesting research in evolutionary reasons for human depression, and its role in giving people needed tunnel vision to focus on the self.

Of course, this machinery can be medically disrupted by toxins and genetics (air pollution has an impact for example, lead ions, etc.), but there is a ‘healthy’ reason for depression (similarly there is a ‘healthy’ reason for ‘scabs’ and physical wound healing).

Most people in the modern era with ‘healthy’ depression are medicating away the effect (you will be shocked if you look into the rates of antidepressant usage in France for example), and this diversion can inadvertently prolong the depression as would be expected (e.g. dealing with symptoms and not cause).

Lots of interesting research in this area.

tl;dr yes, depression and depressive thoughts are useful for humans in certain cases, which is why we have them