Depression is an emotional-mental illness, and those two categorizations surely are not physical. Equilibrium of these aspects of the human being is not as simple as taking a drug - the drug does not correct the psycho-temporal conditions* that is causing the depression in the first place.
*For example, taking a drug will not relieve the depression caused by the loss of a loved one.
*For example, taking a drug will not relieve the depression caused by the loss of a loved one.