Depression is a mental illness. You might not go to the doctor and ask about depression (though I doubt this is anywhere near as uncommon as you're making it out to be), but going to the doctor and saying "Doc, I can't sleep, feel sad all the time, everything I do seems pointless, etc." is as much asking for a consultation on mental illness as "Doc, I've got this nasty bullseye-shaped rash on my leg and I've got a fever and a bad headache" is asking for a consultation on Lyme disease.
The standards of diagnosis might not be as rigorous, but that's a separate issue.
Then there's me.
"Doctor, I can't sleep!" "Here, take this Ambien." "Ambien scares the crap out of me; it makes my friend call me up late at night and ramble incoherently at me, and I've heard it makes people have sex and forget it happened." "Eh. Take it anyway, that doesn't happen to most people."
"Doctor, I still can't sleep, I worry all the time, and it's wrecking my motivation at work. And the Ambien works, but it makes me trip out more than I probably should most nights." "You have an anxiety disor...
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