Does not doing drugs (ie. Alcohol, cigarettes, or any other substances) make gen Z more sadder?

I watch some youtuber talks about "Gen z loneliness" and they talk about when gen z does not do drugs, they are more lonelier and more depressed than any other generation.

Is that true for y'all? I'm also a gen z that does not do drugs, but I'm not that depressed because I don't do cigar or alcohol.