Why can’t I just get a prescription for antidepressants or anti-anxiety pills from my regular doctor?

You certainly can, but you need to realize that your general practitioner probably doesn’t have the depth of clinical experience that a licensed psychopharmacologist does. In addition, though medication alone may help in the short term, it does very little to address the underlying causes of your problems. If you do in fact need medication, the most effective course of action is generally a combination of medication and psychotherapy.