It's just human nature, I guess. There's people from whom antidepressants don't work, and there's people from whom therapy doesn't work (unfortunately, those are not mutually exclusive). However, it seems to me that the individuals with the combination (antidepressants dont't work, therapy works) have a much easier time making an impacting narrative given our current intrinsic and social biases.
My advice to those suffering from depression/anxiety would be to do their research and decide which treatment method they prefer, and to reevaluate once in a while how it is working, keeping in mind that it's very easy to get into a 'bubble' and discard or discredit potential treatment options. No one, no matter how smart, is able to overcome biased thinking.
In my opinion, there are only a few options that have substantial evidence going for them (by the so-called mainstream science): various SSRIs, combinations and uncommon antidepressants, cognitive-behavior therapy and mindfulness-based therapy. One should balance exploitation (taking whatever one thinks works better at a given moment) and exploration (taking one option that one hasn't tried yet) to maximize the chances of successful treatment.