I'm unsure whether I'm about to suggest a stupid thought, and I am sure that several components of it are debatable at the individual scale. This is intended as an appeal to trends over the broader scale.

Hopelessness is a component of depression. If a person has hope that their situation will improve, then seeing that hope through can be enough to prevent suicidal gesture.

Hope requires that something a person wants to happen can happen. That, in turn, is easier of the person has more control over and agency to affect the outcome.

Here's the part that may (or may not) be stupid to suggest. I'm honestly not sure.

If it is still the case that people are pressured socially, according to traditional gender roles, then that has an impact upon the hope component even if those traditional roles do not describe actual circumstance.

Men are traditionally pressured to be providers, which depends to some extent upon others. Somebody has to hire you before you can be employed. The applicant/candidate can not make that decision on the employer's behalf, so it is not totally under their control.

Traditional gender roles for women cast them as mothers and housewives, which requires a willing partner. Where hiring is an artificial construct, romantic involvement is driven by natural instinct. Most people will get an opportunity to settle down with somebody, and choosing to take that opportunity is within the person's control.

When a person is unemployed long enough, they are berated and their difficulties only get worse as their goal's fulfillment becomes less likely over time even if they bear the difficulty well. When a person is single long enough, they are encouraged, and if they bear the difficulty well then it casts them as more stable and resilient, thus more attractive, and therefore their goal's fulfillment gets easier over time.

That last paragraph assumes that both the job-seeker and the single but looking person are actively pursuing their goal.

Furthermore, while a romantic pairing is exclusively a collaborative social engagement, the process of hiring decisions almost entirely occurs on the employer's side. It occurs more often that employers have equally qualified candidates who interview equally well than it is that a person will have equally invested romantic interests of equally likeliness to succeed in a relationship. As such, the mate-seeker has more input into the dynamics of the process toward their goal than the job-seeker.

If we dated the way we job hunt, then we'd have to be involved with as many possible long term partners as possible at the same time, which is generally frowned upon and ultimately not feasible within the constraints of a time, emotion, and effort budget. On the other hand, job hunting by submitting candidacy to one potential employer at a time is inadvisable for most people.

Therefore, under the pressures associated with traditional gender roles, because there is more that is totally out of the man's control and agency, there is a higher probability of hopelessness. The mate-seeker always has agency, and has control over their contribution to the process. The job-seeker has almost no agency and absolutely no control.