“Robert Sapolsky calls it a "wonderful mechanism" that our ancestors used to cope with forces of nature, tragedies, and good luck that they couldn't explain. And even in the presence of explanations today, it continues to be useful for the majority of humans...”

That sounds to me like the correct reason our ancestors were religious. However, even today there are no real explanations—not any deep and fulfilling explanations. Humanity is still about as bewildered as ever IMO.

What I think is that calling oneself an atheist does not lead to depression. What might lead to depression is telling oneself that reality is nothing but bits of matter and that there is no value and meaning. Also, the personality type that tends to be atheistic might also be vulnerable to depression from some other, common reason.

Potentially, since atheists are free from religious dogma, they are in a position to become deeply aware of the significance of existence and the dazzling beauty and meaning of nature. Nature herself is far more overwhelming in majesty and significance than any put-up god of old.

Based on the article I hope no one goes out and joins a fundamentalist church. There are many better options IMO.