I'm sorry to hear you're confused. I'm sure if you "just" want to try the medicine without therapy, the PDoc would let you? But when psychotherapy along with meds help too, why not try it?
Don't let labels worry you (get out of the DSM!)

They need dxs for insurance purposes, and also to have an idea of where to begin for you.
Depression is serious. I'm glad you have doctors who care about you.