Personally, I can't conceive of a reason strong enough to make me skip a dose.
Why take medicine? Well, for some it is required to overcome their depression. Clinical depression feels bad and impairs life. so, that is motivating for some to take medicine that works for them to relieve this. It's not a requirement if you don't want to. But it is often needed for recovery/treatment of depression. You can try talk therapy as well with a good psychologist or therapist. That is very helpful and you can get to root reasons for issues as well as talk about coping strategies. CBT is wonderful. Exercise is known to lift mood. But there is no shame in taking medicine.
And please know that going to the health store and stocking up on 'natural' holistic medicines is still manipulating your body in a medicinal way only without any true studies to say if it will work. I'm not against natural and holistic medicine but it is unregulated with many claims made and few knowledgeable people. Even something as simple as an interaction with something else needs to be considered when self medicating at the health food store. good luck