Robert, I'm sorry you're going through such a tough time right now.  It does sound like your wife is suffering from depression and all the symptoms you mention can be signs of it.  It's good that she's going to therapy - maybe she'll even need medication for a time as it could be postpartum depression on top of it.  It's really a good sign that she is willing to get help.

It's hard to answer your question because happiness is such a subjective experience.  What I can say from my own experience is that even without depression, life events will change you both in different ways - having a child, for example, while a wonderful experience, is very stressful.  Babies take a huge chunk of your time and attention, not to mention sleep!  Your wife might be feeling too exhausted right now to feel very amorous, I don't know.  It doesn't mean you love each other less, but it will be different.  Perhaps you can ask, down the road, if you could go to one of your wife's therapy sessions and talk about your concerns.  Communicating with each other is the single most important thing you can do to keep your relationship strong.  This will take some time and patience, but if you're both willing to do what it takes, you can get back some serenity in your life.  I hope your wife will soon be feeling better.  It would probably be helpful if you don't put a lot of pressure on her to "get better" or to frequently ask her how she's feeling - in other words, try not to display a lot of anxiety about her situation because it will help her relax and heal a bit more quickly.  Take care of yourself, too - you're both going through a stressful time.