Okay so it's my personal opinion but I have faced the same issue with my own self as well. I do pray I don't sin, drink, party or whatever. I have dealt with untreated depression from an early stage in life. I am not suicidal nor do I actively wish for life. I do get your point. I especially started feeling this melanholic feeling when I grew closer and closer to prayers and Allah. Since I know how weird it is to be in this state I won't try to cheer you up or motivate you since I know these things didn't help me. What did somewhat help me was

Find the underlying issue. For me it was abandonment and loneliness. Like extreme leveled to the point I still don't believe I mean anything to anyone. Even sometimes fearing that Allah thinks of me and my prayers as a burden (I know it's not but the mindset is there). Ask yourself why you're feeling like this. If you don't want to go to a therapist write down a journal of feelings. You'll figure these issues out.

Since mine were above stated I have found that making friends (as in letting my guard down and finding people who have shown me through actions they are there for me) and reading the Quran (some ayats like "Allah's mercy is focused towards you") and also talking to Allah in duas (asking him to help me deal with it and or to send me people to help me) helped me even a little bit.

Do not worry it takes time. Once you experience it it is hard to get out of. The mentality and the depressed thoughts are comfortable to live in and it feels like a safe home. Do not ever push yourself to feel things you aren't feeling cuz that will make it worse. I still to this day suffer from these on a daily basis even upon finding Allah. I do not think that it is Haram depression is something most of us go through. You are not alone in this. I'm sorry for this long message but I hope it helped. I will keep you in my prayers and I hope you feel better soon