Actually, you may be more on point than you think. There is a thing called learned helplessness, which is the basis of all modern depression researches. It's founder however was dissatisfied, because despite him pointing out the reason for depression, there was no answer how to fight it. So he went in opposite direction to find the cure. He found that for proper treatment you need five conditions to be fulfilled:Not saying you NEED religion to get your life in order, but for some it helps.
1. Basic needs, like food, water and place to stay, which is not a problem in this day and age.
2. Meds, if you have mental disorders, which is not something unachievable too.
4. Supportive people around you.
5. Idea of the good future ahead.
The thing is, religious groups can easily fulfill the last three. You will have some activities with them, they will support you and you will have good idea of the future as life after death and Salvation.