I think a lot of depression of those you would think have it all can be best described by Marvin Gaye's "How Sweet it is"..the line of "Everything I do seems like I've done it before". Its that whole mindset of hamster wheel life no matter how much success they've had. No amount of counseling makes that go away..and Williams self medicating no doubt got be a drag of endless need.
I dont know the answer..but many talented people get where they want to go and then ask "Is that it? Is that all it is?". There isn't any more hill to climb over. I bet Williams would have done anything to be young and starting out with that whole anticipation of a great future.
And maybe that's what he did...took a chance that dying would be the only way to start over. I mean,plenty of people think death is the start of something,not the end. Who knows?