I didn't watch it in 3D, but I think honestly think people put themselves too much in the movies, instead of a 3rd party watcher.
As I see it, I watch movies to be entertained...not to try live it out while watching. For me the ideas and (possible

) imagination of those who create them, ignite a spark in my mind to further explore the bits and pieces of my own personal realm that I did not think of before. This has helped me quite a bit in understanding myself and learn to live in peace with myself.
If these depressions are true, I'm quite positive they are induced by other factors than the film being so real and lifelike that our own world becomes grey and dull.
I think it comes as a reminder to those that have lost their way, exactly how lost they feel.
At least that's my take on it, could be something else entirely of course!