If true, then I would attribute such a finding to the fact that individuals with greater intellectual capacities tend to be more pampered and coddled. They develop an attitude that success is something that is simply owed to them. This attitude inevitably breeds a sense of failure when reality happens and the brats realize that they'll have to work to gain success and that there are people smarter than they are.
Ego + Sense of Entitlement + Failure = Depression
Of course, this is in Sweden. But I'd assume that spoiled brats are essentially the same around the world.
You're right. I completely retract my previous post, which shouldn't be too hard, since it was conjecture anyway. The content of the article seemed a little incongrous, considering the title, but I figured it was just a matter of my being googly-eyed from studying to much. A very poorly-written headline.