One of the multiple reasons actors struggle with problems such as anxiety, depression and substance abuse could be related to a blurring between what is reality and what is acting. There's a famous expression called "fake it till you make it." In Cognitive Behavioral Therapy (CBT), this would be the technique of acting "as if." So for instance someone struggling with depression is instructed to act in a cheerful manner (ie smiling even though the impulse may be to frown, to walk with shoulders back, when the inclination is to slouch and look down on the floor).
But what about an actor who must immerse him- or herself in an intense role? Maybe they are playing someone with a mental disorder or a substance abuse problem. Months and months are spent in getting into the character's shoes, accessing raw emotions and disturbed states of consciousness. But what about when the movie wraps? Is it easy to just snap back? Rationally the actor can of course understand that it was just a part, and not who they are in real life. But on the subconscious level, does the brain become rewired?
According to Hebb's Rule in neuroscience, cells that fire together, wire together. In other words, if a person continually tells him- or herself that he / she is a failure, that will become an automatic thought. Similarly, if a person repeatedly accesses the emotions related to certain states of mind, those emotions will come without conscious awareness at one point. In other words, act depressed enough times, access the emotions of sadness, hurt, frustration etc, and feeling those negative emotions will become habitual. And emotions are a product of thoughts. In order to access the depressed state of mind, an actor may think back to past disappointments, traumas, criticism, repetitive thoughts along the lines of "I'm not a good person, I don't deserve good things, what's the point of trying when nothing will go my way, I'm just going to be abandoned in the end etc. "
It's not easy to reprogram thoughts and emotional states, but it is possible with conscious, consistent effort. A therapist can help with this process. I like to compare the "reprogramming" with putting on a significant amount of weight for a role and then having to lose it. Once the role is finished, does the weight instantaneously fall off the next day? Or does it require a lifestyle modification that takes discipline and time (exercise plan, diet change etc)? "Rewiring" brain cells takes just as much consistent effort. You can become addicted to anything, including an emotional state!
Performing can be a high. It feels good to receive praise. But what about when the praise ends? It's impossible to be in the limelight 24/7. Or what happens when there is a bad review? Performers are highly creative people. They have a gift. But with that gift, there is often a price – certain vulnerability, a heightened level of sensitivity. A performer may be more predisposed to struggle with self-esteem issues. And substance abuse could be one of the maladaptive coping mechanisms.