There are multiple theories that focus on different ethiologies of depression. Besides brain networks, early life adversities, sleep disturbances and the now obsolete monoamine hypothesis I read about the inflamation hypothesis. On a higher level that ties into all the other theories quite well and I don't oppose it. But there has been research into TNF-a, IL-6, IL-4, COX-2, and so on. We know there is inflammation, but we don't know where it starts and why. SSRIs are antiinflammatory in general, but why? Is this a downstream effect? Where is the original target we want to hit?
All those possible targets need to be verified by actual treatments. Treating the increased diabetes type 2 risk in depressed people is still advantagous but won't help the depression much. It's like changing tires on a broken car. Pushing is easier, but won't run by itself.