Lonliness is not struggle in the same way we struggled to survive for thousands of years not knowing what next week would bring. Your examples kind of bear out his point.
Then again, the thousands of years mentioned here are kind of imagined history.
The acute life threat of war times and famine was not constant. While 21 century west have higher life expectancy then the past, the "don't know what next week brings" is not how majority of history works. There are such unstable periods (world wars etc) that get changed for stable periods.
Second, parent said that we don't face any struggle which leads to depression. That is not true on any point. People struggle, they are poor or in pain.
Third, unstable periods make mental health issues go worst. Including depression. They also make consequences of those mental health issues worst - meaning depressed person is more likely to die, get hurt or hurt others.