The most obvious benefit that injectable steroids have over their oral cousins is that they are not hepatotoxic. Injectable steroids are safer on the liver and the user does not risk hepatic injury because injectable compounds don’t require specific chemical alterations which allow them to survive passing through the liver without being broken almost entirely down. It’s also worth consider that injectable steroids have a much longer half-life due to the ester attached to the hormone. To get the maximum benefit from oral steroids, most must be administered daily, or sometimes they are spread out throughout the day. The ester present in injectable steroids allows a much more infrequent administration and don’t need to be administered daily. More information about Esters
In one small scale clinical trial of depressed patients, an improvement of symptoms which included anxiety, lack of drive and desire was observed.  In patients with dysthymia , unipolar , and bipolar depression significant improvement was observed.  In this series of studies, mesterolone lead to a significant decrease in luteinizing hormone and testosterone levels.  In another study, 100 mg mesterolone cipionate was administered twice monthly.  With regards to plasma testosterone levels, there was no difference between the treated versus untreated group, and baseline luteinizing hormone levels were minimally affected. 
The Mesterolone hormone is not estrogenic. It does not aromatize and it carries no progestin nature. As a result, the side effects of Proviron will not include any related effects such as gynecomastia or excess water retention. Such adverse effects are impossible with this steroid. This will also greatly reduce the risk of high blood pressure as high blood pressure associated with anabolic steroid use is often due to extreme water retention. In fact, Proviron should provide an anti-estrogenic effect by preventing testosterone to estrogen conversion or at least tremendously slow it down.