Everybody's depression is not created equally. I'm glad that prescription drugs, working out and talking to people helped you. That doesn't mean those same treatments will work for everybody. It's bizarre to me that you'd be so judgemental of someone else who has suffered with a disease that you can relate to. One thing that you can't relate to, however, is being a professional athlete who gets knocked around on a regular basis. Weed helps with that too. Would you rather him take painkillers that, despite being legal, are objectively worse for his health?
I understand the argument that it's illegal and therefore by choosing to ignore that, you're jeopardizing your team's best interests. That's a fair argument, but the logical extension of that isn't "don't use _____", it's "don't get caught using _____". You're tacking on a lot of conclusions that I don't think are reasonable.