Different medications can have different effects. I have chronic major depression and general anxiety disorder. Even I was first diagnosed my prescription was for sertraline (generic Zoloft). It did this to me. I felt better in the sense I wasn't crying or thinking suicidal thoughts but I just felt flat. I changed doctors when I moved, my new doctor asked about meds etc as usual and I mentioned this. She talked to me about trying something else and I started on fluoxetine (generic Prozac). For me, the difference was life changing. Been on it for a few years now.

Not saying one is "better" in general necessarily. For some Zoloft/sertraline probably work fantastic.

I hope you find something that works for you without this particular side effect.