I think my biggest push-back would be that while this is an interesting initial signal, there's no real demonstration of any causal connection. Is the semaglutide actually effecting brain chemistry, or do people just feel better when they loose weight, get healthier, and improve their blood-sugar levels?
The bigger question maybe is, does it matter? If semaglutide -> weight loss -> improved symptoms of depression, then maybe the argument is as good as promoting exercise and health in general as a help for depression (which is already well-established).