In my case, art didn't cause my depression/anxiety. But art sure can be an outlet for depression/anxiety just because I'm thinking about it all the time. Consequently, art can seem like the cause even when it isn't.
It's like this:
1) unrelated RL event causes depression/anxiety.
2) brain wants to process it and be done with it, but doesn't know how.
3) at the same time, brain is dealing with art and comics all the time.
4) brain starts conflating art/comics and depression/anxiety because both are constantly influencing me.
5) Conflation leads to this thought: "art/comics are depressing me. I'm not good enough an artist, I'm not working hard enough, nothing is enough" when in truth it is "that unrelated RL event is depressing me."
6) ...which in turn leads to, I attempt to fix my depression/anxiety by making my work Good Enough. But this is futility. My work will never be good enough to cure my anxiety, no matter how skilled I get. In order to heal, I need therapy (even if it's self-therapy), I need support, I need clarity; I need to face the true cause of my stress, instead of its substitute. I need to STOP listening to the lie that my work not being good enough is the cause of all my misery.