Well your finding is wrong. Well designed cities, which are dense and encourage walking, have lots of small businesses along the sidewalk etc., lead to lower occurrence of loneliness and depression (vs. suburban areas).
Alright, let's say my personal experience is wrong. I guess I'm not a well-designed human. Is it a truly good design if people have to be designed for it?
Moving away from downtown to outskirts worked pretty well to my mental health.
Obviously different people have different needs. And even same human being have different needs in different stages of his life. But I find it hard to call something "well designed" if it works only for some people in some walks of life.