There's a lack of nosological classification of meaningful sub-types of depression and their specific dysfunctions. It's currently scatter-gun, medieval treatments without bothering to measure or understand the systems affected.

100% agreed. The current system of "Sorry you feel suicidal / horribly depressed. Here are some meds that are statistically unlikely to help you but you won't know whether they help or not until ~60 days after you start taking them. What if these don't work? We'll shovel you a slightly different permutation of the same meds in hopes that what didn't work the last time will work this time. By the way, it will be another 60 days before you know whether the new meds are working or not" is terribly broken.

Is it any wonder that depressed and schizophrenic people smoke?

Doesn’t it also provide dopamine, which a depressed person might not be getting from their life activities?

You're right. It looks like there are studies that indicate that dopamine is also increased by nicotine.

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2946180/

Edit: er, sorry, you were probably talking about Buspar, not nicotine in regards to dopamine. Buspar does increase seratonin and dopamine, both of which are tickled to varying degrees by nicotine.

No I was referring to nicotine, though I now see how I was ambiguous