Placebo works very well for many people too! That's precisely the thing. That's what makes these studies tricky.
If you're a doctor, and if Prozac helps your patients, then it's obviously excellent. You should keep writing prescriptions.
If you're a scientist, you obviously want to distinguish between "real" drugs and drugs that help because people believe they should. So, you do these kinds of tests.
And then, from the perspective of ethics, once you know it's just placebo, you kinda shouldn't keep giving it to people, even if it helps? Maybe? I don't know. That's the weird part.