I suffered from depression and anxiety for most of my life, and it's not something cured by lifestyle changes alone for every person.
Despite exploring and keeping up with alternative treatments -- like therapy, CBT, meditation, regular exercise, a proper diet -- I was still anxious and depressed. These helped me manage the anxiety and depression, but they were still there, and, internally, quite overwhelming. It was a daily fight.
The only thing that eventually pushed it from 'I'm managing' to 'I finally feel okay' was medication. I don't feel like a zombie, or numb; I just feel normal for the first time in as long as I can remember. It's not something that is manageable any other way for some, and the stigma associated with medication is only hurting those who need it.