So … yeah, that does seem like depression. That said, there's really no telling how much of this was Yuna masking—while she inadvertently tied her self-worth to sex, mistaking the escapism of pleasure for validation through service, I don't think her previous internal chapters showed hints of anhedonia.
That said, depressive episodes are cyclical, and maybe they just never recognized this before.
Either way, I'm not sure it's a popular notion in Japan (or in Asia in general, sadly) to go see a doctor for mental health problems. The movement for mental health awareness barely picked up past halfway through 2010s; doctors who weren't psychiatrists were usually not equipped to handle the problems, and stigma was still pretty strong around the idea.
(Hell, my own mom said I won't need to go see a psychiatrist because "only a crazy person sees a psychiatrist", and I majored in Psych of all things.)
These girls may need therapy, but more than that I think they mainly need couples' counseling. They have baggages that they recognize had scarred them and shaped the way they interacted, but neither ever addressed it and both just resorted to sex as bonding activity. They need to find a better way to both introspect and communicate, and given how the culture was like around there, I can't say I blame them.