Fury was 27 years old. In good health. He was happily married. He was heavy champion of the world and a hero to his countrymen. He was worth millions. He suffered from depression but why? To almost everybody that's a damn good life.
We don't know because we are not him and don't really know what his personal demons were to make him do that.
Depression isn't really a rational logical thing so it's hard to explain using reason and logic why he did what he did.
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