The problem is, everybody's brain chemistry is unique and different, because our genetics are different. Some antidepressants work for some people and not others. I've personally tried 5 of them. Only one of them worked on me, and it had some unfortunate side-effects (messed with my sleep). My ex-girlfriend used a different antidepressant (Zoloft). Personally, I've tried Zoloft and all it did was make me sleepy all the time, but I've found Lexapro was quite effective and useful for getting my life back on track.
The way efficacy studies are done right now is, we measure the average effect on a group of people. That's doesn't really make sense when you think that everyone's genetics are unique and the antidepressant could be making some people better and some people worse, right? Maybe half the group feels better, but a quarter of the group becomes suicidal. Then on average, you see scores going up, you see the drug is beneficial on average... It would be kind of like giving everyone in a group a prescription for eyeglasses, all with the same prescription, and measuring that on average, participants can read better with the eyeglasses than not.
In some ways, modern medicine is still very primitive. Flooding the whole brain with a chemical and hoping that it interacts with the right receptors and has a beneficial effect without too many side effects if you have the right genetics is very primitive. It's the best we have right now though, and antidepressants in general are probably more helpful than not, but yes, people SHOULD be aware that they might very well not work on them.