One thing that does seem to hold true is that a lot of artists and creatives are more sensitive than the population at large... suggesting that they also experience more pain/injustice/depression than the broader population. And so there is more (or more intense "stuff") to be worked through by artistic types.

I have personally never found that "being in a state" improves the quality of my creativity... in fact, it tends to be quite the opposite; I'm more likely to sit in the corner in a catatonic state.