Depression presents with many symptoms, some of the are mutually exclusive. Take for example psychomotor changes. It could be retarded or agitated. Some people have anxiety, some don't. Some are irritable, some sleep very much and some sleep very little. There have been the classifications of melancholic and atypical depression, but they aren't used very often as many patients have features of both.

Now consider the poor response to available medication (IIRC 30% remit and 60% respond, which leaves roughly 40% with a potential deadly disease without medication). Some symptoms of depression occur in other mental illnesses, like the similarity between bipolar and unipolar depression. Maybe the disease we currently call depression is acutally a cluster of diseases. That's the reason to look for biomarkers that separate those different diseases and the develop treatments specifically for one disease. Similar to the development of brexanolone for postpartum depression.