I think you never heard your suggestion growing up is because there are many that had no choices or ways to avoid major depression.

Doing drugs, and not going to college are active choices that people can make. Bodily and environmental chemistry as well as genetics can be causes as well as formative years being abused or neglected can certainly lead to major depression. This says nothing of what life throws as us assuming you make it through childhood okay. Those aren’t things that a person can choose to avoid to avoid major depression.