I've read these studies with interest. The gist of them, as I read them, is that depressed individuals are more attuned to detail and are able to focus. But being "sensitive" can be harmful, too, when it means that you can't switch off your oversensitivity.
Dave was right in pointing out the error in the suggestion that evolution is directed. Change is random. If it confers an advantage that makes the individual more likely to reproduce, it will be perpetuated in the next generation. If it reduces the organism's reproductive fitness, it will probably not be passed on. However, this is largely moot with modern humans, because most people reproduce regardless of how fit for life they are.
The focus of evolution is on reproductive fitness. If an organism survives long enough to reproduce, that's reproductive fitness. Quality of life doesn't have as much to do with it, strictly speaking.