I've experienced the same things with my JW friends and family. Probably 60-70% are depressed, and on some sort of medication.
Today I read the following article:
"The idea is that we are "captured," or captivated by something in such a way that we can't let it go. According to the former pediatrician and Yale dean, capture is really a brain-based phenomenon. Not only that, but it can also become an overarching perspective through which we may view any obsession, disorder, mental illness addiction, and even suicide."
I believe this applies. JWs are "captured" mentally by the cycle of "religiousity".