The reason is that different points on the "spectrum of depression" may be entirely different diseases.
For a hypothetical example, it would be entirely possible that people who are sub-clinically depressed turn out to be more-often-than-not lacking in dopamine (due to e.g. Seasonal Affective Disorder), where their depression is secondary to things like fatigue and lack of focus brought about by this. These people would do better with exercise or vitamin D or light therapy or a dose of Wellbutrin... but SSRIs or meditation or behavioral-activation therapy or other "things that help people who are clinically depressed" wouldn't help at all.
"Clinical depression" isn't a disease (= a particular mechanism that causes symptoms.) It is, instead, a syndrome—a name for a cluster of symptoms that get studied because we have no good tests to isolate a particular etiology (cause) in each case. Different etiologies have different best treatments.
Since we can't isolate the etiologies well enough to name them, we can at least refer to "sub-clinical depression", "clinical depression", "treatment-resistant depression", etc. as separate syndromes, such that—hopefully!—each one more closely corresponds with a particular etiology, and thus we can develop a line of treatment best suited to each.