Behavioural/environmental mechanisms are certainly important. However, that doesn't exclude neurotransmitter mechanisms.

It could be that the environment causes neurotransmitter receptor activation changes (e.g., lived environment (work stress/poor living space/lack of exercise, etc.) modifying one's immune system could lead to opioid activation dysfunction, which could then lead to depressive symptoms - see Charles, Farias and Dunbar, 2020)