Self Delete is not a form of natural selection. Even though depression is often a fault found in genetics, it can still happen to anyone.
Depression is almost always a result of social behaviors, such as regret. Therefor: with advanced civilizations, natural selection no longer applies. Complex social attitudes make it nearly impossible to sift out imperfections.
In conclusion, depression will never cease to exist. Therefor: by stating that Self Delete is a form of natural selection, you're interpreting things as they shouldn't be interpreted. Natural selection is the killing off of a certain species because of it's inability to compete with more superior species, not the killing off of a certain social group within a species because of it's inferiority to the rest of society socially.
tldr;
Advanced civilizations have different rules in psychological science than that of inferior species.