I think it's because - as anyone who suffers from depression knows - it's possible to construct a personna that works for day-to-day living, almost like acting a part, while behind it, you can quietly die a bit at a time.
How often do people who know a suicide say "He was the last person you'd think would do that ..." wheras in fact, as sufferers know, that is what makes him the first person in fact - a bitter irony lost on no sufferer.
Comedians are exactly that sort of personality - they play a role which is nothing like their real self, and that makes them tailor-made for this most hoorendous mental anguish, which they hide so well.
Add to that the fact that a degree of sensitivity and reaction to the world at large is an essential aspect of the comedian's art, and the depressive's make-up, and you begin to see what easy bedfellows they make.
I hope Brian recovers soon.