Some people react very badly to hormonal contraceptives, to the degree that it makes a lot of sense to have them actively prescribed so the GP can watch for (or at least warn to watch for) side-effects.
I know people who can't take them because they make them suicidal, of the "spontaneously walking into fast-moving traffic" sort. I don't know if that would happen with this type specifically, but there are reasons to be cautious.