Actually you do. Major depression causes your lymphocytes to increase with relation to platelets. Meaning that you're more susceptible to cardiac events and general illness with major depression. The fact that major depression occurs in cancer patients could point to a host of issues. I would expect to see link between cancer spread and major depression.

This is opposed to less severe forms of depression that do not affect your lymphocytes and platelet ratio.

So yes. We do need scientists to figure this out.