The way I interpret the scenario, as I have just finished reading the book- Bono In Conversation, is that Bono is saying depression is kind of necessary and visits us all once in awhile. It's necessary for some people to realise that everything is not okay and gives us a chance to change it.
The "pickled" people are self-indulgent and lose perspective on life when they should be changing perspective and changing it, not wallowing in tears, and feeling sorry for themselves.
Read the book. It does make sense. I can't make it sound like it makes sense...but read the book.