I voted for DD to stay dead (note that this was a vote for him to stay dead for now) because he repeatedly said during the ceremony that he didn't care about what anyone thought except for one person (and Change guessed that that one person wasn't her).
While yes, there are times when you shouldn't care about what people think, saying that you don't care about what anyone thinks is somewhat rude. Change has talked to DD before. DD has been fairly nice to her as a whole. She vaguely remembers some funny talks with him. Yet now he's saying that he doesn't care about what she said?
If Change was one of DD's enemies, she didn't know until the ceremony. If she wasn't, then DD used some very poor wording and how could Change know otherwise? Change in fact recently encouraged DD to embrace the labyrinth throne in it's full power. Labyrinth citizens have the ability to go anywhere. This, she thinks, is intentional. So if DD believes that he deserves Labyrinth citizenship, he should take what comes with it.
What, in Change's mind, DD needs to change, is his tendency to make more enemies where there were none. Yes, DD has legitimate enemies. But DD also has people like Change who are neutral towards him at worst and who love him, despite his flaws at best. (Now, Change doesn't love DD, but she certainly doesn't hate him). If anyone else had decided to make enemies out of nothing like DD had, Change would have voted for them to stay dead as well for now. In Change's mind, death should be a bit bigger of a deal than it is. Change doesn't dislike or hate DD now, but she does feel like he has something to learn. Everyone has something to learn, and no one is beyond such growth.
Anyways, apparently the vote didn't affect DD's decision to leave--he would have anyways (according to him). Was this because he viewed everyone, falsely, as his enemy? The vote wasn't all nos. In fact, I'd need to count, but it was more split 60-40 percent. Or was it something else that brought about his decision?
As for the depression, I believe that I have a minor form of depression. It runs in the family, lots of us have it, and the symptoms have gone on for years and years, so although I haven't been diagnosed, I believe I can relate. Many actions in MD have triggered this depression. Most of these triggers have been me looking back at my past indecisions with regret, though I'm slowly moving past this and I've started to really enjoy myself in MD again like I did at the height of my time in the Fusioneers (thanks, Kiley and others. :)).
There will always be those who think you're silly or that you don't deserve things, and that what you say is stupid (I'm sure there are those who believe this about me/Change at times, perhaps even about this post). What I did was I started small again. I stopped going for the big things (like believing that if I had a role, it should be something related to change, therefore I couldn't play Change as a normal person) and started going for the little things, like roleplaying writing, drawing, helping Rophs possibly get eaten (he's an acorn, hehe), and so on. I've now been much happier, so maybe, hopefully, doing something similar will work for you. Azull is a King, yet he also engages in fun, silly, roleplay.
Still, while I don't see why you have to leave MD, you can certainly leave. While MD is unique, it'd be not the end of my world if I left it. I'd play my other games, make other friends, continue to skype MD friends, and so on. While belonging to MD might feel very much like belonging to a cult sometimes, you can leave this cult. :P ... I hope. While I know coming back to something that triggers depression seems dumb, and I've pondered leaving because of it, or restarting, I come back because I haven't tried the simple things for a while yet. So yes, you can leave, but I'd encourage you to try more of the simple things again. Your Kingship can just be in the background--you can use it to run quests and stuff--but otherwise, you can do little stuff, like maybe grow a plant in the community garden. Anything.
Good luck in the quest of having fun, DD. :) I hope you complete it, whether in MD or elsewhere.