We don’t know for sure. The mechanism of action for most psych drugs is not very well understood (and neither is anything else about the brain).
But one way to think about it: depression is a fairly stable state. Someone who is depressed can stay depressed for a long time even if there’s occasional good things happening, which means if you *are* depressed you’ll tend to *stay* depressed, at least in the short term. (Most depressive episodes last months to a year or two.)
Antidepressants, however they work, are thought to act at least in part to reduce the stability of the depressed state. That’s part of why psychedelics (which are believed to basically make the brain “less stable” and more willing to shift into weird states) are being researched as possible treatments for it.
But even as the state becomes less stable, it still takes time for the brain to find its way out of that state and to find a new, healthier stable state elsewhere.
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