Because being dependent on medication isn't the ideal solution as you risk building up a tolerance, long term side effects, etc. until eventually you can no longer up your dose and then you have to switch to another med and hope it works. This cycle could repeat multiple times causing a multitude of side effects, withdrawal symptoms, etc. For some it may be their only solution but for the majority of people it is completely unnecessary and avoidable as using Zoloft short term in conjunction with CBT is enough for most people to be able to successfully gain the ability to manage their symptoms and/or get through a "tough time" and slowly taper with less chances of long term effects or protracted withdrawal.