My first thoughts on reading this were Columbine, Univ of Texas, Virginia Tech, Unabomber, and there was another high school whose name I can't remember.
These were all highly intelligent kids who felt left out socially and suffered from depression. Admittedly, you only here about the extreme cases, but how many other kids feel that way and don't act out?
I went through extreme, deep, clinical depression as an adult. Ended up checking myself into a psychiatric hospital at age 27. Most of my depression stemmed from masking my feelings as a kid. Most of that was probably family, but I do know that, being smart (we didn't have the term gifted then), I caught a lot of ridicule and shaming even from adults. And, I was always a social outcast at school, neither living up to my older sister's reputation nor being a "problem - drugs, sex, alchohol" like my other older sister.
My point is that I wouldn't reject the statement out of hand. I think it has more bearing than we are inclined to give it. After all, our kids are gifted and that could never happen to them, right? I don't think it is anything to panic over, just something to keep in mind when making decisions. And, I remember from my best therapist "Depression is anger turned inward". So, I see my son angry and think hard about it.
Disclaimer: I have not yet read the article posted by Texas Summer.
