I think it's helpful to look at depression as a group of diseases like cancer. There are some cases of depression where we know the root cause: thyroid issues, sleep apnea-related depression, low testosterone related depression, brain tumors, etc. In those cases, addressing the root cause is probably the best treatment method. This is similar in some ways to cancer, where certain cancers have very definite causes and can be treated by dealing directly with those causes (like cervical cancer).
Then there are all the other cases, some of which likely have simple causes that are just unknown, some of which have complex causes that are intermeshed deeply with the biology of human thinking. In that case, you have blunt tools, like anti-depressants, to address the pathway of the disease without knowing the exact cause, much like chemo-therapy can be used to attack cancer cells without knowing what prompted the cancer originally.
So in short, yes treat the causes, but when you don't know the cause it's not irrational to treat the symptoms as best you can