It's possible, I think, that your doing the full program is helping you to release (and experience) feelings of sadness and depression that are already 'there' and perhaps repressed - but just not known to you in your usual daily experience for whatever reasons; kind of like detoxing heavy metals or toxins which have always been in our bodies (to our detriment) but aren't really known to us until they start to get moved out, ie. through a healing event.
In this respect, you might think of feeling somewhat depressed after doing EE as one of the gentlest ways of healing yourself and dealing with emotions and stresses that may act on you in unwanted ways, at other times, without your even realizing it. That said, you can still skip the baha, do just the pipe breathing and POTS, and work on strengthening yourself in other ways until you feel prepared to feel a little depressed by doing the full program again. Let us know how it goes.