Because they’re cheap, easy, and safe is the short answer – especially cheap, which means no profit. Hence, no promotion or notice.
Take a look at some recent papers by Michael Maes (et al.), a pioneer in the investigation of depression and other mental disorders as organic illnesses characterized by oxidative stress and inflammation. Role of Immune-Inflammatory and Oxidative and Nitrosative Stress Pathways in the Etiology of Depression: Therapeutic Implications. This paper (available in full on the net) cites n-acetylcysteine, aspirin, omega-3 fatty acids, and curcumin as possibly important adjunctive treatments in depression. Costs are nil.
Curcumin for the treatment of major depression: A randomised, double-blind, placebo controlled study. Curcumin showed some efficacy in treatment of depression, although more trials with greater statistical power are needed. Treatment is cheap.
In the last decades convergent findings from several lines of evidence has revealed a robust association between major depressive disorder (MDD) and inflammatory pathways. Despite this, the translation of these findings into new and better treatments for MDD has not occurred.
In my opinion, one reason these findings have not been translated into better treatment is money. So these ideas need to be widely disseminated so that, as with diet, people can make intelligent decisions on their own.
Sleep deprivation, also known as wake therapy (in its kinder, gentler version), is another practically cost-free treatment method for depression.