Why do all judges always look miserable and depressed?

They are trying to look stern and wise.

That and the pills and alcohol.

Judgement always happens to evil. They see it almost day after day. There is not much love to be found in that job.

Judges and attorneys have one of the highest rates of suicide

in the USA

Guiltiness

Ha!

I have known a couple judges really well over the years, and they are anything but sober.

They hear the same tales of crappy humanity day in and day out. It begins to sound like a broken record to them. Same for cops.

Constant parade of human garbage they are exposed to. I'm sure it wears them down.

all the bad-guys that go free?

all the innocent guys that get locked up for life?

They listen to how stupid people do stupid things all day long. I imagine that would have a very depressing effect on your opinion of humanity as a whole.
That doesn't even include what malicious people do all day that you would have to not just sit through, but think over thoroughly, every single day.