This news isn’t at all surprising:
The biggest differences between the Mensa group and the general population were seen for mood disorders and anxiety disorders. More than a quarter (26.7%) of the sample reported that they had been formally diagnosed with a mood disorder, while 20% reported an anxiety disorder—far higher than the national averages of around 10% for each. The differences were smaller, but still statistically significant and practically meaningful, for most of the other disorders. The prevalence of environmental allergies was triple the national average (33% vs. 11%).
Smart people are still human. Ultimately, they’re just applying more processing power to humanity’s hangups, and the intelligence doesn’t necessarily resolve those hangups, but can exacerbate them because much of life is irrational.
In my view, their ability to process information makes it more important for smart folks to reason their way to a “yes” on the binary question of whether the universe is governed by the divine. Such a view answers our human nature while giving some rational shape to life. The categorical alternative (allowing for individual variation) is to become something like a Vulcan from Star Trek and eliminate the irrational, including emotions.
This is also one area in which diversity is actually important. We ought to structure society in such a way that people of all different cognitive capacities interact with each other in a way that reinforces mutual respect, not the least because doing so fleshes out the principle that any moral philosophy must create space for everybody to lead fulfilling, significant lives.
Your processing power is useful, but it isn’t everything, and it doesn’t make you more equal than the other animals.