I agree that Mister should not blame himself for the problem (no use in blaming anyway), but I can hardly see how it would be solely because of THEM that people do not stick around. Sticking around is an interaction between two people, so it seems intuitive to assume that each side has at least some contribution to it.

Per OP, "say things to me too, about how i might be boring" - being boring is a fairly objective thing on the part of Mister. Without going to great lengths such as enrolling in a circus school, one can probably become less boring by treating the depression - I hope that the problem of being boring will self-resolve by treating the depression. I might be wrong in hoping for that, but it seems to be at least worth a try, because treating the depression will yield multiple benefits outside of relationships - say, Mister would not be consumed by thoughts of death so much. To me that would be a clear win.