I'd say depressed people are attracted to MMOs.
I used to to an MMO purely for the socialization, and I'd be on there now, socializing, if it weren't for the damn patch issues I keep having. I wasn't depressed necessarily, but I was having terrible hormonal imbalances that led to near-perpetual PMS. Not fun.
But really, the Escapist fills in the same void, and I'm not depressed. Stressed, yes, but not depressed.
However, if I indulge too much into the Escapist, or an MMO, which is worse due to the social connections and the instant gratification systems, I wind up not doing all that I need to do. And when I don't get enough sleep, I'm cranky. If I don't eat at regular intervals, I'm cranky. And if I am not where I want to be academically, I'm cranky. And too much of that sort of thing makes me miserable and angsty.