Gambling can also be a viable option for those who are depressed already. It can function like alcohol. It is not always the other way around, it is not that you first gamble and then get depressed. You can be depressed but see an exit in gambling because it makes you forget your problems for a second. Sadly though it is mostly causing more problems afterwards as you are most likely not fully in control of your mind if you are depressed and therefore feel like gambling.
You are completely right. For some people the depression starts first. I would point out that in my opinion it starts for the most people with a depression and afterwards resulting in some kind of addiction to make the feel better. What is your opinion on the % of people starting with a depression first?