apples and oranges division. i happily take AAS to push my genetic limit in building muscle. i don't expect steroids to change my moods, but i do like the way i feel with ten or 15 lbs extra muscle. if i lose it someday i will deal with it.
depression/anxiety are condtions that can often be taken care of without taking a pill. yes they can be serious and in some cases meds may be helpful if it is physical,\ like that "chemical imbalance" thing which we all learned about from a commercial and bought into.
it might mean getting off your ass and changing your life which can be frightening. change is hard. way harder than whining that you are depressed and asking your doc for a pill to cure your problems.