Senator Eagleton's depression was not what you could call "typical" depression. NOBODY gets shock treatments, now or then, for depression unless it's extremely serious and unremitting. Shock treatments, called "electroconvulsive therapy", are often the ONLY way some people with extremely serious depression get any relief, and some don't get relief even from that. Fortunately, the ECT seems to have helped the senator significantly, and he got his life back together.
Qhile I don't think there is quite the stigma with depression that there once was, it's still there.