Am I just ungrateful or has anyone else experienced this?

Mid 40s guy who left Malaysia 24 years ago. Have built a successful business that does niche infra projects and about 3 years ago have also started projects back in Malaysia. I travel back to Malaysia every month for a week to oversee projects.

Tapi, dah dekat 5 tahun, I have been feeling so so lonely and I don't know how to shake this off. My wife is not Malaysian, but she is amazing and successful in her own right. My 3 boys are amazing and youngest is finishing university. I love them to bits but I feel so alone. I went to therapy and was diagnosed with depression.

The feelings are less worse when I am in Malaysia even though I have no family as I was an only child. I have great friends in both countries, my staff and colleagues work hard. I see how the average Malaysian life filled with stress and I am grateful that I was able to experience differently.

I have seen a psychiatrist and prescribed meds, where they do help......sometimes. I have cut down on alcohol, stopped smoking and play tons of tennis. But I hate this feeling. Am I just being a thankless asshole when people go through so much more?