Philosophically, it doesn’t make sense that God would want something that isn’t good for a person, and if people claim that He does want it, it seems problematic to me to assume that this is indeed true on that basis; for example, that’s how a book like Sefer HaChinukh was composed.
Fasts are not only about mourning—there’s also Yom Kippur, for example.
You can mourn in ways that aren’t depressing too, like with other kinds of restrictions.
When fasting, sometimes one’s spiritual strength is also weakened, and that makes it harder for me to pray properly—for example, on Yom Kippur.

So you expect Jewish law to require folk dancing on Tisha B’Av, going to the beach on the Sabbath, and doing repentance on Yom Kippur at a party with the guys, and the rest of the time, when there’s a break from sex parties, we can speak gossip for our enjoyment. What a shame! How did He not think of that?

That’s a huge exaggeration… maybe to sharpen your answer, but still…
The question isn’t talking about a hedonistic, overly physical person, but about a spiritual person who is connected to God and to the Torah.

Why are they necessarily depressing? There are people for whom limitations and prohibitions actually give a certain kind of enjoyment. Otherwise there wouldn’t be human beings who practice asceticism and take strict rules upon themselves.
In fact, some of the important philosophical schools in the ancient world imposed strict rules and ascetic practices on their members; sects and religions all over the world established monasteries and monastic orders. There are people who actually enjoy sadness, and others for whom the restrictions remind them that they have a purpose, or give them the feeling that they are rising above the temporary body and the human drives and needs that remind them of death.

What’s more, those mourning practices began as a spontaneous expression of the people mourning the destruction. The Sages only formalized the matter so that, on the one hand, the destruction would not be forgotten in the future, and to prevent negative phenomena that spontaneous mourning can bring. Just look at the Shiites on Ashura, how they beat themselves.

If anything, what really doesn’t make sense is the lamentations over the destruction. People nowadays recite lamentations over ruined Jerusalem and then go out into its bustling streets. That really isn’t logical, and is even rather bizarre.

The Temple still has not been rebuilt, and we are not yet in a state of complete redemption…

It’s important to clarify: all the commandments as a whole are good, uplifting, and gladdening, just as the Torah commands joy—“Who sanctified us with His commandments”…
The discussion is only about certain specific things.