First, if the conclusions are counterintuitive or unexpected, then when you look closer, you will find that the methodology is garbage and that it does not support the conclusions given.
Second, if the conclusions reflect things that you believe are true, when you look closer, you will find that the methodology is garbage and that it does not support the conclusions given.
Of course, it'd be nice to see if the difference in increased rates of depression & anxiety are themselves abnormal in the first place... Not sure if the study goes into that depth.