Imma be honest, i don't know if it would help senpai if kurose showed up at her place. She knows her friends understand whats up, don't judge her and are waiting for her to come back. She will face them when shes ready. Just showing up is a romantic gesture for sure but also might put her in an uncomfortable position. Then again, i'm a dude and have no idea how women think. Maybe the exact opposite is true for her and shes just waiting for kurose to rescue her.
I don't think it's a situation you can really apply a Gender divide to, or not as the be-all-end-all anyway.
Depression is just a prick, especially if you're conscious and self-aware about it. It can make you simultaneously want to shut everyone else out, but crave companionship at the same time. You'll beg in your head for someone to come and save you from how you're feeling, but you'll feel even worse if someone actually does come... and when you're conscious of your own depression it's even worse.
I think Mio's feeling that. She went off her meds because she thought she was getting better, when she wasn't. Now she wants to be alone, her social batteries have emptied, she can't manage being around others anymore, and yet she still craves that companionship... but at the same time she knows the bad mental place she's in, and she doesn't want to let her condition to make her hurt the people she cares about if she did let them in to help her.
Kurose and the others electing to support her from a distance is the right call I think, though I don't think they're aware how much the right call that is