It is like diagnosing someone with COVID based on a fever, cough and runny nose. A lot of illnesses share those symptoms but have different causes with different treatments that are effective with each one of them.

But the diagnosis of depression is simply naming a collection of symptoms that similarly have a variety of different causes that each have a different treatment.

Consequently, meds help some, therapy helps others, getting active helps others and prayer helps others. The "diseases" is different in each case despite the same name.