To speak from a service provider's perspective, it is not a straightforward process as someone walks in, pours their heart to you for 45 minutes, sees a psychiatrist to gets a script and goes along their merry way.
It is a very individualized process. Ideally, what is helpful is a mixture of psychotherapy aimed at improving coping skills and management strategies and pharmacology (if determined to be appropriate). Not everyone who experiences depression requires pharmacological interventions. The true focus should be a reduction in the amount of pharmacology (if determined to be appropriate) that the individual may need and a strengthening of the psychoeducational tools above. Because the process is so individualized and there are flaws within mental health systems, the sort of true fine tuning each individual may receive may not be as close to the ideal as needed. This isn't to say that some individuals receiving mental health services don't get this sort of delicate fine tuning, but the reality of life is that not everyone may be getting it in the way that reflects their personal goals and position in the process.
This not only applies for depression, but for other mental health issues as well. We as a contemporary society are still not in a place on a macro (societal) level where we can make it safe to acknowledge the importance of the complexities of mental health.