The discussion is often over-simplified in one direction or another, so thank you for bringing up post-partum depression and depression that can be influenced by hormonal cycles. (And by the way, men can also experience post-partum depression -- men also go through hormonal and life changes when bringing home a baby.)
We're all a product of our thoughts, our environment, and the mediating chemicals in our brains and guts. I'll throw in a different complex connection: the connection between hormones (estrogen and progesterone) and histamine. A woman can have seasonal allergies that wax and wane monthly due to the role estrogen plays in regulating mast cell release of histamine. The environment may stay the same over that month, but the chemical soup changes. This change may also be further mediated by what the person eats, as consuming high-histamine foods on top of that might be enough to really set off a physical reaction. Because we're talking about seasonal allergies here, few people would find this controversial.
So, let's move to the mind and emotions, which are certainly more controversial. All these factors are still there. Yes, CBT can be enormously helpful in getting you out of cognitive traps that decrease the quality of your life experience. At the same time, it can be true that you've been eating a diet that is not good for you and your stomach hurts all of the time not because of anxiety but because of your food. Let's take me for instance: I'm in grad school, I'm not feeling good, having trouble getting out of bed, I'm trying to drag myself through the thesis on caffeine and sugar, I keep beating myself up because I'm not as brilliant as Gauss or Kovalevskaya or even that guy who got that TT job at Virginia Tech and I have writer's block, I see the psych person at the health center 'cause why not. She says I have stress-induced stomach problems. Mindfulness doesn't help. What finally helps? An elimination diet that allows me to discover that one simple trick (eliminating a type of food) makes my stomach not hurt, means I don't wake up tired and hurting in the mornings, etc! Amazing to sleep and then wake up rested! Suddenly I have half the problems I had before and have more energy to deal with them. I'm still not Gauss, and that takes another 10 years of life progress to acknowledge. Whatever.
There are many ways to attack problems. Change the input, change the process, change the environment, decide the desired output isn't actually desired. Childhood experiences, diet and exercise (physical upkeep), the "shit life" phenomenon another poster mentions, hormones and chemical imbalances. Therapy is not the cure to everything. Neither is medication. Neither is diet. Sometimes we actually need reform so that people aren't stalked by medical debt or huge bills for having their kids put into foster care or whatever (lots of literature on the connection between financial instability and depression).