This is an interesting bit of data, and Frank Fleming’s response is humorous, but a question of causation and another bit of information are relevant:

The bit of information that’s missing is the percentage of each group who’s asked a healthcare provider to diagnose a mental health condition. No doubt, psychologists and psychiatrists could find something wrong with many a conservative and many a man.

The question of causation is more political.  Progressivism is the ideology for mental illness.  They reinforce each other, and the presence of the latter makes a person vulnerable to manipulation by the proponents of the former.