Kudos to you for trying.

I once stepped down from leading a group of people (not a support group, something else). I just didn't feel the others were behind me with where I wanted things to go. But when I quit they were upset, and the group fell apart...nobody stepped up to take over.

Sometimes people just take leaders for granted, unfortunately.

deliquesce has a good point...if you are dealing with lots of depressed folks they may not have their act together on responding and giving back to you.

I think you should do what you need to do. If it is too hard on you, don't feel guilt over stepping down. On the other hand, if it is doing you more good to be in it, see if you can look past others' insensitivity as part of what they are going through.