If you or someone close to you has struggled with mental illness such as depression, you will immediately recognize that these lyrics are about the pain of life when you are depressed. To someone who hasn't experienced depression, it does seem like it's about escaping life thru narcotic abuse.
The man leaves probably in part because Dealing daily with someone with Depression often strains and breaks up relationships. It is very difficult for the "healthy" person to always deal with the ups and downs. Some people can stay, others can't handle it--people are different in what they are equipped to handle.
I interpret The chorus to mean that depression is miserable, makes you lose the desire to live. After you treat it, you often feel "numb" because you were feeling sadness to such a great degree that "normal" sadness/happiness doesn't carry the same adrenaline-like debilitating power of your previous emotions.You don't know what happiness feels like because you have only known debilitating depression, you think that's just how the world feels.
Finally, the last line probably refers to the author's own struggle with depression,perhaps it brought on clinical paranoia about medical treatment that fostered his resistance to taking any anti-depressants. And now that he's been treated, he can't believe he fought taking medicines that have helped him deal with depression and have a more functional life.