True enough, but one must tread carefully. A history of mental illness that demonstrates that you were a threat to yourself or to others is going to impact your residency in the US if you are an alien. A history of alcoholism (and depression may lead to alcohol abuse) with evidence of past harmful behaviour is going to work against you.

I am fortunate to be healthy, but if I weren't, would I tell anyone? Probably not. I like the US and want to stay here.