It is not just that depression is hard, treating depression itself is very hard. Due to number of variables for the occurrence of depression like environment, genetics and numerous other factors in the brain; most common treatments available for depression don't work for everyone.
Patients with depression often have to undergo, long cycles of medication to see if the particular treatment has any positive feedback. Current treatment for depression like SRI/SNRI medications do work for many after several weeks but if it doesn't then the long course of medications, usually with side-effects are useless.
There is a need gap for personalised medicine for depression, where the patient can be diagnosed fast, easily and accurate medication be prescribed immediately instead of current trial & error type of depression treatments.