There is tremendous warmth, compassion, wisdom, and honoring of life in Leonard Cohen's work and in his performances. To call his work "depressing" is bizarre, in my opinion. It seems like the most superficial reaction of someone who just took a very quick glance at something and formed an immediate opinion and walked away, but who never bothered to look any further or to comprehend what was really going on there. "Judging the book by the cover", in other words.

Some people have called Bob Dylan's work depressing too. Same basic problem. ;-)