I think you might have it backwards... Did you control for prexisting emotional problems? I suspect that it's more likely that those with better mental health overall are more likely to understand the threat of the disease to the overall health system, less likely to risk the health of their friends and relatives, and understand that wearing a mask isn't all that big a deal.
I think the more stable are also less likely to fall for the conspiracy theories and obvious false information.  I'm sure a lot of people find comfort in protecting themselves, but I think the above reasoning accounts for a lot of it too.