It's not surprising that the story of a failed salesman would bring us way, way down on the happy scale. But Eggers has such a lovely, poetic way of doing it, we hardly mind.
Check out this passage, in which Alan has an existential moment:
There had to be some reason Alan was here […] Very often the meaning was obscured. Very often it required some digging. The meaning of his life was an elusive seam of water hundreds of feet below the surface, and he would periodically drop a bucket down the well, fit it, bring it up and drink from it. But this did not sustain him for long. (VII.1.59)
That's not just depression or angst: that's an extended metaphor. Eggers plays with the idea of water as both spiritual and physical life (we're in the desert, remember), and uses the lengths of the sentences to suggest the hard, grunting work that Alan has to do to hoist some (meaning/refreshment) from the depths of his soul.
That short sentence at the end of the passage works like an end stopped line in poetry: it drops us with a thud, emphasizing just how brief Alan's self-knowledge really is. It's beautiful stuff—and Eggers works his eloquent magic throughout the work.