"It can be difficult for people with depression or anxiety to take that first step in getting help. They may need to enlist the support of family members, friends and/or a health professional when they begin their treatment. "
That is the opening statement about seeking help on Beyond Blue. Not only is it difficult to ask for help, but often people reach out to a family member for help.
Depression and other mental illnesses are often so shameful for the sufferer. People suffering mental illness also often suffer from poor self esteem, self doubt etc. Which also makes it harder to ask for help.