A lot of people posting here don't seem to realize that this study can't tell us whether depression causes the brain atrophy, or whether the brain atrophy causes the depression, or both, or whether there is some other cause(s) that underly both. All of those are plausible scenarios.

So if you're worrying that being depressed is damaging your brain, it's not necessarily so. But rather than worrying over something that you have no control over (which will feed back into the depression), work on the known factors that are within your control: medications (SSRIs, ketamine, etc.), psychotherapy (of which there are many kinds available), diet, exercise, a meditation course, engaging in activities that are meaningful to you, psychedelics, etc. The more things you do, the more the odds will be stacked in your favor.