No, I don't. I get why people think it's depressing though, since Niko and Roman get pulled through so much cr*p, Niko is just caught in this self-destructive obsession and the game ends on a bitter note, but there's an underlying sense of hope and optimism beneath all that grim cynicism of the game. And it's not just Roman, it's everywhere. Niko deep down, despite his edgy worldview, has hope for the future and works towards making that dream, that new beginning and inner peace he desires so much, a reality. Of course, the way he wants to make it happen is obviously wrong, but that's not the point here. It's that he's just not a broken, resignated mess who thinks that things will never get better. And then there's Kate and Florian, who both also reflect that hopeful side of Niko's personality. Hell, Florian is literally the writers saying "This is Niko, if he just let go of the hate".
There are also genuine friendships, genuine bonds between Niko and Jacob, Packie and others, even among characters who don't literally become "friend contacts". You get the sense that these people really grow together, can trust each other and that does a lot for a story set in predominantly hostile and suspicious circles.
Then there's humor. A lot of it is, of course, snarky satire and sex jokes, but a lot of humor in IV was derived just from banter between characters and funny characters just being plain entertaining while, and this is the important bit, they weren't exactly degraded by the joke. That's very important for the overall tone of the story. There's a big difference in the overall presentation of Brucie and, say, Jimmy from V. Brucie is still treated with certain level of fondness and respect, by the writing itself, and also by other characters in the story (probably the most obvious example of that is his final scene with Luis and Mori in TBoGT).
In short, IV can be incredibly dark, downer game, but there's always sun shining through the clouds too. It's not just a horrible downward spiral of a story, featuring characters who are all total a*sholes who all hate each other. There's good, there's hope, there's positivity. At the end of the day, that's what really matters, even if the game itself ends with sorrowful Niko in the rain.