Hi, welcome to PC.

While I agree that you cannot run away from mental illness, I don't get the feeling that's what you're trying to do. I think what the social worker is suggesting is that some change, such as a move to a more populated area may help you. It certainly won't solve your problems. As you have said, moving to the next town over will help you to become more independent and will allow you to socialize more. Both of those things can certainly help you combat your depression. I do wish that your social worker could continue seeing you. Could he/she possibly meet you in your hometown even if you don't live there anymore? And if not, perhaps she could suggest another social worker for you to see.

Best of luck to you. Don't give up hope. Maybe you can make a pro and con list to help you decide and then bring it to your social worker the next time you see her.