Even though 5-HT2A activation with psychedelics helps depression for many, I wouldn't run that logic in reverse and assume that 5-HT2A downregulation would lead to depression. Mainly because psychedelic's activation of 5-HT2A is kinda special, and activation of 5-HT2A with endogenous serotonin may not be as "mood lifting", in the short term or long term.
5-HT2A receptors do provide excitatory input to many mood related brain areas but there are certainly drugs that block 5-HT2A that help with depression, so one has to question just how important having fully online 5-HT2A receptors is for mood, or if a little downregulation with psychedelics wouldn't matter.
Its also possible that some of the emotional blunting seen at the beginning of SSRI use (before 5-HT2A desensitizes) is due to 5-HT2A over-activation, and that psychedelic's desensitization of 5-HT2A is therapeutic.
In many cases, overexpression of 5-HT2A receptors seems involved in the pathology of depression or is at least noted in depressives, and chronic use of SSRIs downregulates 5-HT2A therapeutically.
Its also possible that some desensitization to the effects of psychedelics aren't occurring solely due to 5-HT2A downregulation.
However, long term overuse of psychedelics can.. strain the psyche. Do watch yourself, and practice mindful meditation (which combines lovely with psychedelics).