The only thing I've read about the subject says that women who have abortions are happier and have better mental health in the long term than women who were denied an abortion. So the study isn't "women who have never been pregnant" vs. "women who had an abortion," but the headlines can sometimes make it seem that way. "Abortions are great for mental health!"
Also, according to the CDC, two thirds of abortions happen within the first two months of pregnancy, and 92 percent within 13 weeks. When we think of devastating/traumatic miscarriages, those are generally later. Many women miscarry without even knowing it.
If I had to hazard a guess, I would say that the "average" number of weeks at which women miscarry is somewhat lower than the "average" number of weeks at which women voluntarily abort a pregnancy, although there is a long tail to the left at which spontaneous miscarriages/stillbirths happen, causing higher rates of depression and/or hormonal complications. Also, there's the non-negligible effect of actually wanting a baby, vs. not wanting to carry a child -- it can have a profound effect on how your body reacts.