I was previously a long time listener and donator to NPR (similarly for NYT), but their progressive bias for the last decade has seriously degraded the quality of their reporting. I remember when their articles and radio coverage was much more balanced.
For that, I think The Economist is much better. It has more direct reporting, with seemingly less editorializing. Try their news in brief to keep up.
I think the main reason I've pulled back from the consuming mainstream media is directly tied with the change in reporting style rather than the news fundamentally being more depressing or anxiety-inducing.
For example, I was listening to Left Right and Center until a few weeks ago when Sarah Isgur departed. The show really should have been called Left Left and Center, because if anything Sarah Isgur was more center leaning while Steve Inskeep is definitely quite progressive. Now the show feels even more lopsided. It's as if journalists are so entrenched with their point of view that they can't see the wider landscape. I truly wonder if social media has clouded journalists' perception as well, which might be contributing to this phenomenon.
I really do want balanced coverage. I want to know what each side of the political debate actually thinks, from their own mouth. It turns out that a lot of the people I was indoctrinated to vilify, were in fact people who believed differently than I did, but certainly weren't so toxic as to be simply pilloried for their beliefs. That approach is tiresome and I've lost hope that such reporting will return. That's why I've given up.