There's a story Andrew Solomon tells that's not unlike the Southeast Asia anecdote. Andrew traveled the world trying to understand how other cultures experience depression as a way to deal with his own depression

In one African village, he asked the residents what they thought of western depression treatments. They said "why don't you bring people outside, so they can feel the sun on their skin? Why don't you dance with them, so they can feel energy of others? Why, instead, do you shut them in a dark room, alone with a stranger, to talk about things that make them sad?"

It's an interesting talk, and one that illustrates just how little we know about depression