“Why does my child feel depressed about returning to school after lockdown?”

Wow, I get this sometimes in my practice. Typically, kids are excited about school, but there are many reasons for kids to not want to go. There are different social pressures, and kids comparing each other, and kids bullying kids. So, talk to your child, and monitor his/her depression and if serious get professional help such as counseling and psychiatry help.

Because you are a good mum and he/she enjoyed being with you at home. It is also possible that he/she has few friends at school, or is picked on by one or more classmates, or does not get on well with one or more teachers. It is also possible that school work and the way it is now most often taught is just plain boring. Treasure the good teachers, who reach out to each child in their class with love and understanding. 

See this link first to make sure your child feels SAFE...
https://www.healthychildren.org/English/health-issues/conditions/COVID-19/Pages/Return-to-School-During-COVID-19.aspx
or
https://sobercollege.com/addiction-blog/back-to-school-depression/