The number one source of depression for all tourists is the departure elevator at Suvarnabhumi International Airport.
The departure elevator represents that your marvelous holiday in Thailand has ended and you have to go home, whether you want to or not.
For people that live in Thailand fulltime, this same elevator may be the source of joy, as it means you are leaving Thailand for other holiday destinations.
To me, it is just an elevator in the airport.
However, I can understand how people that have visited Thailand will be depressed when it time to leave.