Nihilism just asserts “life has no purpose”. That’s only depressing to those who pioneer their entire life off of appeasing to a greater power, whether religious or in material wealth.

Nihilism can also be viewed through a Hedonist (pursuit of pleasure) lens. I doubt most Nihilists have depression or even want to die. If Nihilists truly wanted to die, wouldn’t they just kill themselves? They won’t fear going to “hell” for it.