Well they shouldnt get depressed, let say, if they get turned down for marriage. Allah SWT is the best planner and He knows who is the one for you. He hands you down good and bad experiences in order for you to get closer to Him. The purpose of this life is for us to worship Allah SWT.
AS for why get punished for something that has already been decided for you…well Allah has also given us Free Will. We decided it what we choose is good for us..for our deen and our duniya. This is why we have brains..otherwise we would all be robots. Allah SWT could have made everyone Muslim in this world and could have made everyone worship Him, but he did not.
If he have a bad experience in life, we should look to Allah to help us, to guide us. Sometimes Allah gives us bad situations to punish us for something we did in this duniya..and it w ould be better to be punished in this duniya than the next. Sometimes he gives us hardships to make us stronger and a better Muslim. It is a test. We decide how we want to deal with this.
I’m sorry…I’m not such an eloquent person in terms of explaining things, but i hope u get what im talking about.