Does anyone else finds it surprising? Is it just an artifact, or does our site somehow attract depressed peoples?
Not surprising at all. You get rants and voices of frustration on most Internet places. And I don't think that A.SE attracts more of such than other places for people related to academia.
I'm unconvinced that the prevalence of clinical depression amongst academics is higher than usual.
@JeffE would say, ex cathedra, No. (vide http://academia.stackexchange.com/questions/20401/why-do-phd-students-complain-so-muchWhy do PhD students complain so much?).
But I think that it might be:
or do we need a tag for it?
I did introduce tag quitting for situations where someone is quitting (whether dropping out or not continuing academic track) or considering doing so (for whatever reason). It may be worth to add a tag psychological-issues (there is already one for problems between people: interpersonal-issues).
And for reason mentioned in comments on other answers, I am in favor of psychological-issues (or something similar) rather than putting everything in health-issues bag (as not all psychological issues are psychiatric).