Ohh drat! If only I was at home. I have a wonderful ichthyology textbook that talks a ton about fish intelligence and brain capacity. Fish don't have the higher functioning for emotions like love and depression. The brain capacity just isn't there even in the smartest fish, the elephant noses. Fish don't get depressed. Fish get stressed.
About the slime coat. Touching a fish can damage the slime coat as Bomba said. The slime coat is the fish's protective layer against pathogens (in this manner it functions similarly to our skin). Fish will produce extra slime coat when stressed to try to prevent pathogens from taking hold (ever held a carp? you'll see and feel what I mean
). I'm pretty sure there is some research that has been done on the importance of fish slime coats. Maybe poking around on google scholar or pubmed will find you an article. I'll look in my fish library when I get home to see if I can find anything.