As an individual, yes, do what you can (which might mean changing to a less “sick” culture or subculture so you’re not fighting a sisyphean battle). And also, we should do better as a society.
For example, If people lack meaningful social and don't want to socialize with their neighbors, call friends, or have dialogue with their partners, you can't legislate solution to that problem.
Maybe we fundamentally agree, but I was pointing out that society IS the individuals. doing (1) is how you do (2).
Maybe this is pedantic or my own bias, but I think it is important to keep in mind. Some people use "society" as a substitute for "other people but not me".
When some people talk about changing social norms, they mean forcing other people to act opposed to leading by example.
At the end of the day, I think I agree with you that we do live in a sick society. The best remedy is to cure the sickness in ourselves.
Why is it so hard for people to get adequate sleep, exercise, a good diet and social interaction? Even most non-depressed people I know don't do these things well (except maybe the last one), so this isn't something unique to depression.