Not really depressed, more like annoyed or just a bit numb to it. A lot of news is totally irrelevant to our lives. And according to the media everything is doom and gloom all the time. Well, it's not. You can just go outside, take a walk in nature. No economic crisis, politics, or wars going on there. Life just goes on there, like it has for millions of years.
On the other hand I also think the news caters to people's deeper needs somehow. Humans need that mental stimulation, to feel shocked about something, to feel connected to the world, or to go into debates with others. Otherwise the news wouldn't have been so succesful all these years. In a strange way, I feel like the human mind needs a bit of drama, just like we like to watch movies, sports and so forth. Noone explicitly says or maybe even realizes it, but I think people actually deep down love to watch things like disasters, wars, celebrities having a breakdown, etc. on the news. We actively seek it out when we switch on the news, I mean, nobody switches it on expecting to hear about little lambs frollicking through the meadows.