Let me present a scenario which might seem more relatable since it seems people understand physical pain but have no "scale" of what mental pain could be like.
You have a chronic pain (maybe one of wrists is broken in a way that there is no solution). No painkillers help. Every doctor you go to doesn't have a quick-fix. People around you keep telling you "you're imagining things", "be spiritual", "it isn't as bad as you think", "it'll go away". Nothing you try seems to help. You wake up every day feeling the pain and it keeps getting worse with no end in sight.
EDIT: Missed one crucial component. The pain is so much that you cannot have normal social interactions because 80% of your energy is spent trying to cover up the pain. You feel exhausted all the time due to this and don't have the energy or the motivation to do anything.
Image living this for even a year (where this is what life looks like for some people for the last 20 years or more) and then tell me you wouldn't say no to "anything to make the pain go away".