I think there are many reasons why depression is such a cardinal feature of being on the spectrum. One not yet mentioned in this thread is the issue of innate neurotransmitter profiles. There is a substantial body of research that suggests these profiles are significantly different from neurotypical profiles. Obviously innate neurotransmitter profiles have a genetic cause - you need a certain mix of certain genes to be on the spectrum. There are still obscure pieces of this puzzle, though it is an important field of research. What seems to be overlooked is that the antidepressants in vogue were developed and trialled on NT populations, but are used will nilly on spectrum people - and the fit doesn't seem to be a very good one. (Why do people on the spectrum so ardently believe, in many cases, that NT solutions will work for them?) We need solutions to depression that are specific to our needs, not NT needs.
Yet the neurotransmitter/ASD research doesn't make the headlines like the sensational stuff "Autism caused by vaccines" etc (which is complete and utter rubbish, but the naive cure people seized on it as an easy to fix thing - stop vaccinating and you stop autism). Sigh...
And now it's poorly designed MRI studies "proving" this or that (when they don't prove it at all). Many are so reductionist in their thinking and design that its another basket of career-building hype on the backs of the ASD population, in many cases. Sigh...
There are many levels to solving this riddle of depression - physical, biochemical/neurochemical/social-cultural/emotional and psychological/what kind of family you are born into and how they treat you/abuse experienced and its aftermath... it's very complicated as all of these things interact.
One-dimensional approaches will never provide the solutions that work comprehensively for everyone on the spectrum, and the problem with research is that researchers are only interested in their own discipline, there is little interaction between the various factions and no pooling of knowledge in any constructive way. Each one wants to be the one who finds "the answer" - right now its neuroscience. In decades past it was the reductionist behaviourists (they are still at it, though not the force they were). And none of them are listening to people who actually experience autistic depression. So the lack of progress is not surprising to me. But it is a tragedy, because the qualities of life that ASD people have are the poorer for this scientific tunnel vision, career building and reductionist thinking.