Show me a depressed person who is NOT vitamin D omega 3 or magnesium deficient.
It's inevitably the case that people who are deficient in one or all of those natural anti inflammatory agents will suffer more inflammation than is normal and eventually inflammation in the brain will cause damage that will present a depression.
Ensure all depressed people have magnesium,
Vitamin D3
and omega 3 deficiency states corrected almost always leads to an improvement in symptoms of depression.
Ideally as vitamin D3 omega 3 and magnesium work together in synergy better than individually it is more effective to correct all at the same time rather than trying to correct each separately.
Depression is a state where there is brain inflammation.

The idea that people who have deficiency states in natural anti inflammatory agents will not at some point in their lives eventually become depressed is frankly a load of boll*cks. You need the neuroprotection vitamin D, magnesium and omega 3 provide, if you choose to do without it eventually you will suffer the consequences.