I want ascertain that of course, any type can become depressed.. However, with Ni being able perceive time and look to the future and also deal with past, I can see how it would broaden potential for depression. If you see the outcome and where it is headed and can do nothing for its stopping, then you will carry that, no one may listen to you, and you cannot change it and anyhow will know. Then paying attention to past and patterns, you can see who/what will change and the things that will not can beat you down.
Again, I do not want it seem like I am saying Ni is only depressive type, of course any can become such, but I just see more potential.