I've been out of work since my teens and I have been badly affected by MH issues, so the stats don't surprise me really. I'm unclear how they've gathered the stats though - I would not necessarily have been counted in them (I am over 35 now so not relevant) because I was on benefits due to being a single parent, or carer (never ESA or the UC LCWRA) but I've been on PIP for years. I have always found the NHS very poor in its support for MH issues even 20 years ago.
My health is far better now but I'm unable to work for various reasons- in many ways it's made me feel less alone that it's an increasing number of people affected, because I've had so much ignorance shown towards me over the years and perhaps now more people have relatives or other loved ones who are affected and have a bit more awareness.