"Depression" and "Schizophrenia" as diagnostic categories are fraught, as they include many subtypes and, in the latter case, may lump together multiple distinct conditions.
At best, this "AI diagnosis" research can claim that the "diagnosis" the system produced matches the "diagnosis" a panel of human psychiatrists reached for the same subject. Like most AI research, the training set and the biases and assumptions it contains are the real challenge.
AI Ethics are not yet standard practice in most institutional settings, and it shows.