Interesting paper.
I must add that as a considerably depressed individual, semi-regular (one session every few weeks) nitrous use significantly deepened my depression. I think it just had to do with coming back to baseline reality after such a pleasurable experience. I only ever been able to gain insight into my personal struggles when used in tandem with lsd. I think the setup with the prolonged exposure with the nitrous and oxygen allowed patients to really explore the headspace and give them time to work things out.
However, I have had great success with ketamine, especially when used in tandem with lsd. I believe this to be due to the longer duration.
In my experience, the dissociative headspace really allows one (even more than psychedelics) to look at one's life "objectively" and get an "outsider perspective". I have found ketamine in particular not only effective at treating depression, but also in dealing with poor lifestyle habits.
Once in a while, you get shown the light in the strangest of places if you look at it right.