Dora and Sven acknowledge that Sven was the parental favorite. However, there's been no data on his current relationship with them.
Beyond that, aside from being contemptuous of his job, Sven wasn't down on life. He and Wil are good friends, too. It wasn't until Faye that he began to question the value of meaningless sex.
I was until Hanners that he began to approach the idea of women as more than objects to manipulate, and even then he did it by giving metacommentary on how he would manipulate her (and indications said it would work). In fact his "creepy" comment to Hanners, recently, has a different context when you realize that Sven's skill at emotional manipulation is a topic of conversation between those two.
From Faye onwards, Sven is certainly having a slow meltdown. He certainly becomes the sad figure implied, by the end of it, but I suspect he still has Wil, and whatever off camera friends he has. (Probably not the intern, tho). I think he's got a long way to go on his woman problem. Not because he's shown anything, but because I don't think Jeph would have given him the man bun, if he weren't still in whipping boy territory.