Those side affects dont happen for everyone and they have to try different medicine before they find the right one for them. And also for a lot of people with depression its truly a chemical embalance(like bipolar) so seeing a psychiatrist wont help them. They try the drugs because they want to feel better and enjoy life.
Because when people are SOO depressed they get put on antidepressants. Then, the antidepressants start giving them energy because they are less depressed. However, the slight increase in energy is sometimes enough thSt they now have the energy to carry out suicide ( whereas before they may not have been able to get out of bed) but they have not been on the medication long enough to pass the point of not feeling suicidal. It is a small percentage of people who go through this suicidal phase on their way to feeling a lot better and the small risk is way better than a lifetime of severe depression.