I'm not a musician but, from what I have experienced, creative people in general can appear to be prone to depression and anxiety. It seems to be the case, from what I have personally seen, is that people with such issues can be searching for ways to express themselves, whether that be in music, dance or other arts. Also, when someone has expressed themselves in this way they can become more stressed if others do not understand or appreciate their work. In many ways, if using music or art to work through issues is helping the person, it is such a personal matter - who cares what others think. The problem, of course, is when this is the person's income which may be allowing them their basic living arrangements.
It is so sad to see so many who have succumbed to their depression, drugs and alcohol. On the other hand, how many musicians have said that their music saved their lives?
The chicken and egg analogy is a good one.