So what is this “data” you have seen, other than what’s in that article which doesn’t at all seem to point that way?
To explain the original ME/CFS symptom cluster as depression pretty much requires postulating a new type of depression, which appears literally overnight without warning, manifests primarily as physical debilitation, causes clinical symptoms such as elevated white blood cell count, and appears in clusters characteristic of infectious diseases. That isn’t what the DSM-IV or V define as characteristic symptoms of depression or anxiety disorders.
Now, if you’re talking about the expanded and extremely vague definition of CFS which could cover virtually anything - well, that’s the point of that article, isn’t it? You did read the linked article, right?