Rav Moshe Kobrin zy"a (Sefer Ohr Yesharim, page 182) said that on erev Yom Kippur, when one recites Birchas Hamazon after the Seudas Hamafsekes, and during the time of Hadlakas Neiros before one goes to shul, it is a time when many tears are shed in Jewish homes, to the point that it becomes close to a time of depression.
He went on to explain the cause of this. Chazal say (Nedarim 32B, see Ran ibid) that the word "Satan" has a numerical value of 364. This is a hint that the Satan has permission to attempt to ensnare people on every day of the year except for one. The exception is the day of Yom Kippur. Therefore, on erev Yom Kippur, at the time when the yeitzer hara must depart for a full day, it does its best to grab its last chance to harm the Jewish people by making them depressed.
Rav Moshe concluded, "The main thing to remember is that one must have strong bitachon that Hashem will purify him on this day and grant him atonement."