I don't think there's that much of a stigma towards it anymore. I think all mothers are told that postpartum depression is a common thing and to look out for it. Because while some mothers may be joyful about the whole situation, that moment can change on a dime. Giving birth I imagine releases a lot of hormones and other things, that can in turn confuse the body causing depression.
It's a common thing and it's nothing to be ashamed about. It takes time to recover from giving birth. And the fact you have this newborn baby to care for now, also has to add weight on the impending anxiety to come. But that's normal, because anyone would be scared being a new parent.