I'm not a psychologist but I believe people deal with depression in different ways. Some need time alone to think things through and rejuvenate while others turn to those around them. I'm not sure if either is healthier but I imagine things would get unhealthy if either is done to extreme.
Yes I agree that people deal with depression in different ways. Some cry, some eat lots of food, some lock themselves away, and some goes as far as to commit suicide. My point is that
there is a right and wrong way for a starship Captain to handle their depression. I do not think that a Captain locking herself away in her quarters is the proper way to handle it. It also seemed like Janeway had locked herself away for a while. Voyager had already been in the Void for two months when that episode airs and I wonder how much of that time she spent in her quarters (though I don't think she spent
the whole two months there). She was neglecting Staff meetings, she didn't want to see people (Chakotay tells Seven not to go to Janeway's quarters to report to her), and will not spend time with her first officer (who suggests the holodeck to try to help her relax).
Yes, she helped out when the ship had a power failure, but still doesn't negate the fact that she had been dealing with her depression while in the Void in a manner unbecoming of a Starfleet captain.