The key fact about psychological life in societies in which you have little control over these aspects of life is that you also have little expectation of control. And because of this, I think, lack of control does not lead to feelings of helplessness and depression.
In societies where individuals have limited control over various aspects of their lives, it is crucial to note that they also tend to have lower expectations regarding their level of control. This reduced expectation influences their psychological well-being, as people become acclimated to their circumstances over time.
As a result, the lack of control does not necessarily result in feelings of helplessness or depression. Instead, people may adapt to their environment and develop resilience, minimizing negative emotional responses associated with limited agency, according to Barry Schwartz in "The Paradox of Choice: Why More Is Less."
