To me it seems like once you've "set your house in order" you have prepared your workspace and now you can take action. Thus is relates to effectiveness, motivation, and getting down to life, things that are hard to do when you are in a poor mental state. Also, letting go of things, including the past associations they may represent, suggests freedom and an opportunity to make changes, both things associated with a sense of well being.

But, no, I don't know for sure the psychology behind it. Or why making the bed every day is associated with being less depressed. (Just a weird thing I heard one time.) I guess that's kind of like being willing to take those baby steps and get moving with the day. That the do-er deserves a pleasant environment. And that taking any action may give the momentum to take further actions.

I don't know. But I can sure speculate.