Knock knock.
Who's there?
Insomnia.
You'll fit right in along with Depression and anxiety, you can help keep me awake at night because Depression is struggling with that... Well now I can't cry myself to sleep anymore...
Insomnia's Welcome
Explanation
The joke plays on the common experience of depression and anxiety causing insomnia. The punchline is the person's sad acceptance of their mental health issues and inability to cry themselves to sleep.