So very very close

Depression: An Evolutionary Byproduct of Immune System?

For several years, researchers have seen links between depression and inflammation, or over-activation of the immune system. People with depression tend to have higher levels of inflammation, even if they're not fighting an infection.
"Most of the genetic variations that have been linked to depression turn out to affect the function of the immune system," Miller says. "This led us to rethink why depression seems to stay embedded in the genome."
The basic idea is that depression and the genes that promote it were very adaptive for helping people -- especially young children -- not die of infection in the ancestral environment, even if those same behaviors are not helpful in our relationships with other people," Raison says.

A couple things-

• It seems clear that depression is advantageous during an infection. It reduces resource usage and mobility when impaired.
• Unfortunately it seems the same immune response is often caused by allergens, not infection. (It would have been nice if an immunologist had thought of that.)
• The depression may not be the evolutionary selected trait. The specific advantage of orexin depletion seems to be altering metabolism and increasing fat storage. That used to be a good thing.

And while I was looking at that, I found this:

Depression A Common Consequence Of Chronic Rhinosinusitis
Imagine that.