For the anchorites, it was sin. The French romantics, especially Chateaubriand, saw it as a natural response to living in a socio-political sphere no longer built around honor and religious creed. Without anything to embed him in the world, man goes through a sort of spiritual crisis. Kierkegaard wrote the Sickness unto Death about this sort of despair. Now, of course, we see it as an actual illness to be treated.
Gordon Marino wonders if that's not a bad idea:
"These days, confide to someone that you are in despair and he or she will likely suggest that you seek out professional help for your depression. While despair used to be classified as one of the seven deadly sins, it has now been medicalized and folded into the concept of clinical depression. If Kierkegaard were on Facebook or could post a You Tube video, he would certainly complain that we, who have listened to Prozac, have become deaf to the ancient distinction between psychological and spiritual disorders, between depression and despair."It seems to me that the human condition is profoundly unfair in some sense. I look at our cat Lola, and she is certainly a brilliant animal. But she'll never have a real sense of her own mortality, until maybe at the end. The fact of our impending nonexistence is so unbelievable and terrible that it's hard not to see despair as a normal part of life. Don DeLillo had a psychoactive drug in one of his books that removed the fear of death, and you sort of wonder, when you see ads for Ambien or Prozac, if there won't eventually be such a drug.