Although I don't recall religion ever providing a source of happiness for me, I will say that it did provide a sense of purpose/ meaning to existence. I did feel a bit of emptiness after becoming an atheist in that regard. I came to the conclusion that our purpose and meaning in life are things that we have to determine for ourselves, if we choose to do so.
As far as depression goes, I would say that I experience temporary bouts of mild to moderate depression as an atheist about as often as I did as I believer. Even as a Christian, I never believed that "Everything's gonna be alright, because.......Jesus!"
If someone who is currently an atheist had been comforted by that belief as a theist, I can see how this could be misconstrued to suggest that lack of religious belief causes depression. In fact, the circumstances and difficulty of life cause depression. Atheists, by and large, simply recognize this reality and understand that they carry the burden of actually having to figure shit out.
As far as depression goes, I would say that I experience temporary bouts of mild to moderate depression as an atheist about as often as I did as I believer. Even as a Christian, I never believed that "Everything's gonna be alright, because.......Jesus!"
If someone who is currently an atheist had been comforted by that belief as a theist, I can see how this could be misconstrued to suggest that lack of religious belief causes depression. In fact, the circumstances and difficulty of life cause depression. Atheists, by and large, simply recognize this reality and understand that they carry the burden of actually having to figure shit out.