After reading this article, the idea of depression as an adaption still seems abstract to me. It raises a few questions:
Firstly, do other great apes have depression in the way humans do? We know that in baboon populations, some males are more aggressive than others and form a hierarchical society similar to human society. We know that people on the low rung of the ladder might have higher levels of stress which may lead to depression. Could we then infer that some low-ranking baboons could also have what we call depression? If it really is an adaption, as implied in this article then I would say that the answer to this question would be a 'yes'. However, we know that the symptoms of depression include a lack of motivation--not just to reach for unattainable goals, but also to simply do everyday things. I could be wrong, but I have never seen any evidence of other apes lacking the motivation to do simple everyday tasks.
Nesse also suggested that depression may cause the motivation to "escape" an environment, even through suicide. This alone would argue against the idea that depression is an adaption, since an adaption, by definition, should help an organism survive. Furthermore, I have never heard of other apes committing suicide. Perhaps some would argue that they lack the intelligence to consider the possibility.