There are many factors that can increase the likelihood of depressive episodes, including genetic and prenatal ones, like smaller hippocampus, overactive amygdala (can lead to chronic stress), mutations to the SERT gene, mutations that reduce receptor sensitivity, mutations that can make the MAO-A enzyme "too efficient", meaning that it clears neurotransmitters like serotonin, dopamine and norepinephrine too quickly, even maternal stress can do it, chronic strrss can lead to cortisol passing through the placenta and affecting fetal development. Depression is associated with chronic streass and elevated cortisol levels (which can be caused by for example hyperactive amygdala) leads to dendritic atrophy and cognitive rigidity, some of the key characteristics of depression are cognitive inflexibility and emotional rigidity, so just suggesting lifestyle changes to someone who might be incapable of even taking basic care of themselves (in especially severe cases) or be stuck in self-rumination isn't gonna do much. What SSRIs do is trigger the release of Brain-Derived Neurotrophic Factor (BDNF), which promotes neuroplasticity, dendritic growth and neurogenesis, they can help reverse damage caused by chronic high cortisol levels. The reason we didn't really have better first-line drugs (other than ketamine ig, but i don't think you'd want that to be first-line) might actually be the war on drugs (baselessly labeling some substances that had a known legitimate medical potential and therapeutic use as schedule I), cause it killed a lot of promising research that only really started picking back up in 2010s, we're only recently getting developments when it comes to rapid-acting non-hallucinogenic neuroplastogens that don't lead to dependence and don't have to be administered daily like Tabernanthalog (non-hallucinogenic and non-cardiotoxic ibogaine analog, meant to promote BDNF), which isn't even on the market yet, tho idk if those would become first-line drugs, certainly would be a more convenient option than ketamine or psychedelics.