If you're talking about Steven Anderson, he's a heretic.
He claims that no homosexual can be saved, even if they repent of their sins and place their faith in Jesus. He doesn't think they can repent of their sins. When asked what a homosexual should do, he said they should shoot themselves in the head. He said this on a BBC program about America's Hate Preachers (look it up if you want).
So, here's where the double standards come into play. If someone is struggling with homosexuality, then they are being told by Steven Anderson that they can't be saved. How much depression would that bring on, if they don't realize that Steven Anderson is a false teacher? Yet, you are claiming Reformed theology is depressing, but you believe some guy who teaches that one class of sinners is condemned and cannot repent.
By the way, he doesn't believe in Lordship Salvation either. He denies it, and doesn't believe the person needs to repent of their sins in a biblical sense. They can go on sinning after salvation with no concern for their sinfulness, and they will still be saved.
Anderson thinks that faith is mere intellectual assent, and if you don't believe his version of faith, you believe in works righteousness.
Christianity doesn't teach that. It teaches that the believer is joined with Jesus, and this union justifies them. Jesus dwells within them, and transforms them over their life into the image of Christ. This is a lifelong process. See Romans 6:1-14.
Of course, you may not be referring to Steven Anderson. I hope not, because he's a heretic. I personally don't think he's a Christian.