from a evolutionary standpoint, depression is just your brain telling you "damn...your life kind sucks, you should probably change something about it until it doesn't".

therapy is meant to help you figure out fhe (something) that makes it sucks. sometimes your so depressed though, the reward processes of your brain so fucked, that you can't even make the effort to affect change even if you already know what's wrong and needs to change. that's what meds are for.