Because if someone is sick he goes to the doctor, not a Mussar Sefer.
I do think we are more afflicted these days with emotional problems then in the past, but there was always someone there to speak your problems over with. There is a concept mentioned in the Rishonim and later, called Marra Sh’chora. Literaly it would translate as depression, but it is not limited to that. The Rambam and others, when discussing Midos, do mention that Anivus should not take you to Shiflus.