Likely nothing, statistics are hard and drug side effects are murky.

Nothing really. It's just cetirizine, which is what Zyrtec is; it's a very common antihistamine. There were probably a couple of depressed people in their trials that started thinking about suicide so that had to be listed as a side effect, even if it's actually unrelated.

Side effects are weird. For example antidepressants come with an increased risk of suicide. People start feeling full of energy and enthusiasm to solve their problems...

Antihistamines are actually known to ocasionally have some weird effects on brain chemistry. I'm actually prescribed an antihistamine called hydroxazine for as needed anxiety relief and as a sleep aid. It's very similar to diphenhydramine (benadryl) but has been found to also have some effect on serotonin levels. Other studies have shown that even regular over the counter antihistamines can slightly alter or very slightly relieve depression and anxiety symptoms. You also have anticholinergic antihistamines like diphenhydramine which have been linked to early onset dementia even at normal theraputic doses (when used long term). Just in general antihistamines are known to ocasionally have weird effects on the brain that aren't fully understood. That definitely doesn't mean they're unsafe though. Keep taking them if you need them. I certainly do.