I'd imagine Jim is just keeping a dignified silence, Robin's family are what's important and too much public empathy can actually be negative and insincere. If he knew him personally he's probably reached out to them privately. As for Jim's battles with depression, it's worth noting that Robin wasn't just struggling with depression, he was fighting a losing battle with alcoholism and substance abuse, he had also isolated himself from people and had money problems and was in the early stages of Parkinsons disease.

Jim has a close network of very smart people around him, i should imagine they would stage an intervention if they felt Jim needed it.
The sad thing is when these big stars are surrounded by 'yes men' who are afraid to intervene........