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[hazard]

No, no it doesn't.
This indicates that people with a better grasp of reality are more likely to grasp the poor state of the world, and not discard it.
The correlation between intelligence and depression and mental illness is not causation, it means they understand better why things suck, which tends to drive towards depression.
It is not existential horror, the human mind does not understand too much, it does not want to destroy itself.
It wants to live a good life, and knows why it is denied.