For many of the connections I refer to, Facebook was my only way of contacting them. You're right, I could return. It still makes me think that this implicit claim that leaving Facebook improves our mood is faulty. Rarely or never do I see disclaimers about possibly increasing depression by quitting.
I think it depends on how people use Facebook more than merely presence or absence on it.
I barely use it. I have an account for two things: An exercise/health accountability group I started with friends (so we could post achievements, and failures, in a private to us spot that doesn't come off as bragging and doesn't discourage honest discussion of issues); to organize events (movies out, dinners in, parties, trips, etc.) with friends.
I'm effectively not a Facebook user 99% of the time, and I'm happier for it. If someone really wants me to know about their accomplishments or pains they'll let me know, or they're too many degrees away (off Facebook) for my awareness to matter to either of us.
The depression you're experiencing from quitting is the depression of social isolation (opinion from two comments, but this was my experience with moving cross country several times and not having any connections in the new locale, so maybe projecting a bit too). Explore other social connections in your physical area if it's possible, or reestablish your Facebook connections if it's not.
