Everyone knows that if you hit someone on the head, s/he won't turn into a democrat (assume s/he wasn't one). The chances of causing just the right brain damage to do that are on par with the chances of making her/him think s/he's a cow. This is because political affiliations are the result of many complex theories, and to affect them in just the right way to become a democrat would require an extraordinary ammount of information (or luck).
So why is it that people expect that some other physical effect, like faulty neurotransmitters or chemical imbalances, would be able to turn a happy person into a sad person? (Cause depression). How one is feeling is governed, just like political affilliation, by a large set of complex theories.
Or why do people think alcohol, which does not contain very much information, can change someone's personality?
The truth is that alcohol changes someone's environment (s/he gets different sense data while using it). Then, s/he reacts to this new environment according to her/his theories. And a lot of people have weird theories about how to act in alcohol-type environments. Depression works much the same.