We really have no idea what "the" cause is. It maybe have one cause or many (it almost certainly has many...).
We don't even really know what depression is. Is it a disease or a symptom or both? Is it actually multiple different diseases all presenting similarly?
One look at how regularly professionals change the name/definition/diagnostic criteria for this shows you we are still in very early days for mental health...
Right, depression isn't just one thing. It's a general term we give for a family of related symptoms. Sometimes it can be caused by obvious external factors (your loved one dies or you lose your job), in which case it's not considered a "disorder", just a normal response of your brain. Other times there is no obvious external cause and you just have those symptoms for no apparent reason. In such cases we call it "depressive disorder" and treat it with therapy or drugs (which are at best only moderately effective).
Of course there are many things in medicine that have no known cause so it's not exactly unique to depression or even mental illness. For example some large % of chronic pain is idiopathic (no known cause), and there are a host of physical conditions that we similarly have no idea about (fibromyalgia, IBS, etc.).
Of course, before it was called "depressive disorder" it was called clinical depression and defined slightly differently. Before that it was just (unipolar) depression. Before that it was Melancholy. I think it is actually now called something else but I cannot for the life of me remember what...
It's like in the dark ages when people just had "fever" and died.
We don't even really know what depression is. Is it a disease or a symptom or both? Is it actually multiple different diseases all presenting similarly?
One look at how regularly professionals change the name/definition/diagnostic criteria for this shows you we are still in very early days for mental health...