All this makes me wonder if the biological causes of depression increases the chance of becoming addicted to cigarettes.
The answer is yes. Or what actually happens is nicotine is an antidepressant in and of itself. Smoking also adds small amounts of MAO inhibitors, also antidepressant.
I've been dealing with depression all of my life as well. With medications it can take a lot of trial and error. In my case I thought I was doing better with sertraline, but when they added wellbutrin (to help with quitting smoking, though it didn't) it was as though a switch had been turned on and I started feeling like I assume "normal" people do. Later they thought it was just the wellbutrin and tried taking off the sertraline and it was back to just maintaining. For me the combination is what works.
As far as Parkinson's, depression is definitely a symptom. It affects well over half of Parkinson's patients, way more than any other major chronic disease. Other symptoms that probably would also have been exceptionally hard on Robin Williams are lack of facial expression and the voice becoming soft and monotone. These are hard on all people with Parkinson's, imagine what they would have meant for him.