The article is based off someone scraping all the Cochrane reviews and doing ctrl-f for the phrase "high quality evidence"... unfortunately the headline makes great click bait but I think it's misleading as most people are not versed enough in medical evidence and come away with an incorrect impression as to the evidence supporting medical interventions today. Even an intervention with "moderate" level of evidence supporting it has already passed a bar far beyond what most people would imagine.

As to your claim about antidepressants, psychiatry and psychopharmacology is abound in RCTs, many on treating depression with antidepressants. You are perhaps mistaking a common clinical approach (outside of clinical studies) for finding the best medical management for single patient with how clinical evidence is procured in the first place. There are more Cochrane reviews under "mental health" at 679 than there are under "orthopedics" at 478.

Also, when RCTs are proposed, no matter if they placebo controlled or not, they are reviewed by IRBs and ethics committees.