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I do understand that faith looks like foolishness to you; however, I do not see why it would depress you. Frustrate, perhaps, since it creates an impass over certain political issues. That is frustrating to me at least. But depressing I don't see. From your perspective, it seems the worst thing is that I believe in a lie that makes me happy

It's not your happiness that's depressing -- far from it. (It's not usually productive or helpful to tell someone their anti-depressant is a placebo, even if it is one.) It's the way that followers of your faith desire things that would cause other people unhappiness -- gays, the unwantedly-pregnant, the unmonogamous at risk from cervical cancer -- that is depressing. And the reason for that is that, while it's depressing enough that there are criminals and so on in the world who are deliberately causing unhappiness, it's more depressing that there are people who believe they're doing good who are also causing unhappiness.

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and if there is no God (or anything else beyond us and this life) then none of what we do ends up being of real consequence anyway

No, and IMO nor should it. From my point of view, it's a positive thing that overall human happiness in this life is the only real consequence and highest goal of our actions.

Peter