Disclaimer, I do not hold a medical degree, just the diagnosis.
Yes - The diagnosis process for SFN can be a complete disaster - but the diagnosis of your depression is quick.
In my own opinion, I feel like my depression came from the amount of dr's, not being believed, and losing contact with friends and being isolated due to the pain. Once the official slap of a new label (SFN) was on my chart I felt like that disgusting dark cloud vanished. I could breathe again, I could start the journey forward again, yes I know its going to be a long road - but this time I'm not driving in the fog with 4 flat tires.