Depression is an "abnormal" chemical state within the central nervous system. It turns out that microamine uptake inhibitors, which modulate the activity of the molecules that nerve cells use to talk to each other, can ameliorate this "abnormal" condition in the many of the chronically depressed.
You aren't depressed because you lost your job, your dog died, your wife left you or any of the other stuff that happens in a Country and Western song. You are unhappy. The biochemical processes that cause unhappiness are distinct from those that cause depression. Hence micro amine uptake inhibitors are useless for treating it. The only drug I've ever seen that works on unhappiness is alcohol, though personal I think a loyal dog is better.
You aren't depressed because your job is in danger, or your spawn is misbehaving or your neighbors are dangerous. You might be anxious or afraid, and again monoamine uptake inhibitors are useless to treat this.
Lastly, these drugs treat chronic conditions. They simply don't work "as needed". They are one of the most overprescribed medications, and meta analysis has suggested they work no better than placebos because of this misuse. I suspect that they work very well indeed to treat what their target disorder.