Anhedonia is a symptom of depression. Pleasure doesn't eliminate depression, it just masks it.
In my personal experience, I am no longer depressed as I once was, yet I still experience anhedonia.
I would suggest that the current understanding is flawed, or at least omits the possibility that for some, a chronic lack of pleasure in life from whatever cause can result in depression (ie depression is a symptom of something else and not a cause in itself).
My personal feeling is that depression is an imbalance in brain chemistry as a result of various causes, including situational unhappiness, but that we don't understand the chemistry enough to adequately treat it and instead of adjusting a number of neurotransmitters to achieve balance, we take the most simple route of targeting only one. Whilst this approach can be better than nothing, it is still doesn't fix the original issue and can lead to collateral damage.
I once heard someone taking an SSRI for debilitating depression say, "It makes me feel like my dick is somewhere else but I feel so much better overall that I just don't care about my dick's problems.". That pretty much sums up the side effects of SSRIs- it removes the pain but it also removes the pleasure, and for many who are profoundly depressed, getting rid of low lows might be worth forgoing high highs- at least for the short term.
For many people, the lesser of two evils is a big improvement: until the improvement then starts to be impinged by loss of other pleasures as a result of treatment.
I have heard about people treated with SSRI's who then become depressed because they have lost their ability to feel sexual pleasure: whilst no longer depressed via other causes, their lives can not return to normal because they have lost something else that was important to them as a result of treatment.
The diversity of situations means that we shouldn't simply give Sophie's Choice to everyone.
There is research supporting neurostimulation for depression and it does seem to be effective for recalcitrant depression in people who don't respond to traditional methods.
But at what cost?
My own experience is that depression was focused on as the causal element and inappropriate treatment used to no effect other than dissuading me from further treatment, because the depression was actually a result of something else. With extensive psychotherapy, I had a glimpse of the real cause, but not until the therapists actually listened to my experience instead of applying pet theories of their own to keywords. So much of my life wasted because prevailing theory trumped my own experience.
I will applaud the time when health sciences begin to take an individual approach to treatment and actually listen to what the patient has to say about their own experience as they are the only ones who can really "know". Diversity is real and important.
Having said that, I don't discount that prevailing treatment can work for many to relieve suffering, but it shouldn't simply be applied to everyone regardless as a broad brush approach.