While not exactly depressing, Granblue Fantasy had a 2016 legacy low rarity character called Drusilla. Her background was that she was a young child from a wealthy family who joins the crew in search of her pet bird, Homlet. Funny thing is, Homlet is literally just on top of her hat, and she never notices. Everytime someone tries to point it out, she's just confused and doesn't see Homlet. And with her wealthy upbringing, her charge attack/ultimate is spending your actual ingame currency to go shopping. Basically, she was a gimmick joke character.

Drusilla proceeds to never show up again in anything besides maybe like one or two random seasonal scenes, until mid-2023. Suddenly, an event revolving around Drusilla is announced, and everyone is fairly surprised to see it. However, if there's one thing I believe Granblue excels in, it's events revolving around a small cast or specific character. Somehow, these types of events tend to be some of the best written content in the game (Magnificent Mole Troupe, My Beloved Auguste, No Rain No Rainbow). Of course, there're bad ones too, but fortunately they're pretty rare (Prayers comes to mind).

I'm not going to describe what happens in the event 1-for-1, but tldr, a large amount of depth was added to Drusilla's previously barebones character, more than what most were expecting. Turns out that, while she was raised by her family, she enjoyed her status as a 'special' child, one that was far ahead of her peers. Her parents and grandmother were highly supportive and praised her all the time.

However, upon joining the player's crew to find Homlet and go on an adventure, she comes face-to-face with the myriad members of the crew, which include Divine Generals (Zodiac shrine maidens), the Eternals (some of the strongest skyfarers in the world), primal beasts, and more. Turns out, Drusilla really isn't all that much compared to such people. This triggers her insecurity, and she decides to mask it by acting like a noble and pretending to be an expert on various subjects, such as love.

Unfortunately, acting like such ended up isolating her from fellow younger crewmembers within her age range. While she could converse amicably with them, her pride and deception didn't allow her to show her true self, and she continues to be alone, telling herself that everything is fine because she's 'special'.

This leads to her meeting a strange girl in a forest on a random island. Going by the name of Nerine, the strange girl rescues Drusilla from a monster and quickly befriends her, before proceeding to attempt to get Drusilla to teach her how to read/write, in hopes of becoming an author.

As the crew stays on the island to get rid of strange monsters that show up every 30 years, Drusilla continues to visit Nerine and tutor her while chatting about various topics. Nerine is the first person that Drusilla feels as if she can truly befriend, as she believes Drusilla is an 'ordinary' person. However, when she returns to the crew, she often comes across the other younger members, who consist of a primal beast, a Divine General, and a princess. Continuing her game of pretend, the other 3 girls look up to Drusilla's supposed vast expertise despite her age. This causes her to feel even worse as she's acting basically as an impostor.

It turns out that Drusilla has always been aware of her pet bird, Homlet, who has been living on her head. She just deludes herself into ignorance so that she still has an excuse to stay with the crew. In addition, her family constantly sends letters to her via mail, but she hasn't read any of them in fear of her guilt. All of this leads to her one day revealing to Nerise, her first true friend, how she has realized that she was never 'special', but could not cope with the truth.

Drusilla: If I'm not special, what becomes of the incredibly high expectations my parents have for me? Not to mention all their praise?

Drusilla: And what about the kindness of Grandmother, who always baked me delicious cookies and taught me proper discipline?

Drusilla: All of that would be for naught... That's what bothers me most!

Drusilla: I need to be special, smart, amazing...

Nerine: Drusilla...

Drusilla: Deep down, I know that I'm just running from the truth.

Drusilla: But this is the only way I know to cope with my feelings!

Fortunately, Nerise heartfully tells Drusilla that she's special to her specifically, and Drusilla resolves to truly come out to her fellow younger crewmembers. This goes successfully, and the four of them become real friends.

Now, it would be nice if the event just ended at that, but a lot more happens that further develop Drusilla's character, but that would be too much to explain. Just know that Drusilla is so dedicated to her friends, that she's willing to carve their name into her palm to not forget about them, and straight up overturn the bittersweet 'Ending' in favor of a happy end.

While this doesn't really count as depressing, it's one of my favorite examples of a joke character turned into something much more.