You don't need a purpose and in fact most of the purpose people identify with are rather unnecessary for lack of better word. But people without some feeling of purpose are definately more prone to depression. Countries like Mexico should be less happy being people have far less wealth and have to work harder but the opposite it true. I find people are overall more happy and content. Now I would normal discount my experiences as being limited but if you look at the suicide rate of say the US to Mexico, the US has 4 times the rate.
This is actually true for nearly every developed to developing nations and I think speaks a great deal about human nature.