One might point out that in some sense your argument that optimists are not naive can be reapplied to pessimists. I’m sure the naive pessimists are the ones who already hung themselves. There’s also the implication that pessimism is a vicious cycle, which I would point out it is not. Your argument for pessimism causing depression applies to optimism. Take the next example-
I have enjoyed many classes, and if that information led me to believe that every class is to be as enjoyable, then I would literally be more happy, for realistically all people enjoy and take pleasure in things, so my euphoria would give me pleasurable hours, even before knowing for a fact whether or not any given class is in fact bad. This would result in me having wet dreams about this supremely euphoric class, only to find out that reality sucks and therefore be disappointed, which would given the illogical nature of this argument, lead me to depression anyway.
The benefit of pesimism is that by believing something will be bad, if it is not bad, I will enjoy a greater high than those who already expected it to be good(The high being not quite akin to cocaine but close enough that it will pass for this poor metaphor.).