Let's to be honest. Capcom changed Dante's personality over and over just to find out what was the most profitable version.Since DMC3 version worked so well, they tried to maintain the same to DMC4.
And Dante was not depressed.In fact, what is hidden behind that "funny mask" is a silent and serious, even a bit grumpy guy.Why do you think Trish left the business? Probably because he never does nothing, he rarely takes a job and he is always quiet and/or sleeping.She even says "it is rare of him being nice". He is alone because he seems to me the kind of guy who has great difficulty in committing to anybody, knowing how dangerous it is and his mother's trauma seems to prevent him to relate to other women.He is just a big child. His friends treat him like trash because everytime they are nice to him, he acts as a c*nt to them.Lady started to show affection towards him and he acted like a jerk. She just gave up.Probably Trish tried the same with the same result. He is what he is: a loner bachelor.