Every single brain is different and responds differently to therapy/meds, etc.
I could easily envision someone at their wit's end having exhausted their options with SSRIs (side effects suck) and benzos and finding they are more debilitating than the mental disorder.
I agree that self-medicating with depressants or stimulants or cannabis is not ideal or recommended, but what if in that rare case it does bring relief? Isn't that better than someone blowing their brains out?