Point one - I am sure that psychologists can be as porne to clinical depression as anyone else - more than some because a common factor is a degree of intelligencec and sensitivity, both of which go with their profession.
A major problem with CD is that by the thime the sufferer realises that something is seriously wrong, the condition is off and running, so treatment is the answer, whereas prevention would be nice. Once the conditiion is known, the sufferer can recognise the symptoms early on, and take some preventative steps to avoid a serious recurrence.
I don't for one moment agree that they 'know all the answers'. Psychology is a matter of applying science and experience which can make someone a theoretical expert, which is no substitute for experiencing the condition.
A male gynacologist can deliver a thousnad babies, but he is never going to understand the experience of pregnancy and childbirth in anything other than from an academic position.
To suggest that understanding something deeply means it assures immunity from it is as flawed as saying that the road safety expert will never be involved in an accident.
Knowledge and experience do not prevent the onset of circumstances - in any walk of life. Psychologists are no more immune from that concept than the rest of us.