My phrasing was clumsy but also spoilerish. Trust me it's not natural that she'd be depressed because she led people to their deaths (consider farmers), and in fact, that's not the root of her depression!
Let me rephrase for clarity: even though her job is to lead people to the slaughterhouse, making her a "villain" in a more traditional story, we nonetheless empathize with her and feel her pain, since she is an outcast, unhappy with her life and downtrodden by her own people. "Even though" she leads people to their deaths, she lacks any real agency in it; she's pressed into that life.
Let me rephrase for clarity: even though her job is to lead people to the slaughterhouse, making her a "villain" in a more traditional story, we nonetheless empathize with her and feel her pain, since she is an outcast, unhappy with her life and downtrodden by her own people. "Even though" she leads people to their deaths, she lacks any real agency in it; she's pressed into that life.