This study left out all sorts of scenarios (in order of least to most ridiculous):



Perhaps people with MH issues are more sensitive and empathetic and this leads to becoming a veg*an.



Perhaps people who are veg*an are more concerned about their health, more likely to see a doctor, and are more likely to be diagnosed with a MH problem.



Perhaps Veg*ism DOES cause MH issues, but the veg*ns in this study are just so fixated on preserving the image of veg*ism that they lie about it to make it seem like they have no MH issues, thus biasing the study



Perhaps introverts are more likely to become veg*an because they are "in their head more", and perhaps introversion makes people more susceptible to MH issues?



Perhaps veg*ns are less likely to live in the country, which can either cause or alleviate depression, depending on the person.



Perhaps veg*ns are more likely to be atheists, and atheists are less likely to have an MH issue?



Perhaps veg*ns are more likely to be hippies, which means they are more likely to burn patchouli and it's really the "aromatherapeutic properties and positive energy" of patchouli, not the veg diet, that causes people to have fewer MH problems.



Perhaps veg*ns take more time to cook their food, which causes them not to go outside as much, which causes them to not inhale the illuminati/space-alien chemtrail fumes, which cause anxiety in an elaborate conspiring plot to instate a reptilian emperor.



For a scientific study to be taken seriously, it has to leave out ALL other factors except the one that that's being tested. Now of course, factoring out the illuminati is not at the top of the priority list of most researchers, so this rule needs to be taken within reason. Doing this is medicine is unreasonably hard, which causes a lot of contradicting studies, which is why you see "Blueberries are healthy" on one tabloid and "Blueberries will cause cancer" on another.