Just came to say its perfectly normal and even a natural response to feel depressed being in the US. There are millions of people there who feel the same way having been born and raised there and are miserable despite some of the advantages. Big pharma, mass media, professional sports, and the alcohol industry make record profits year after year to convince people otherwise. Just try to do your best to cope, try to find joy in the little, simple things as best you can. Maybe try to find things that interest you around food, art, nature, music, education, etc that you can easily plan to visit or immerse yourself in.
I second this