That does not surprise me at all. For depression there is the chronic inflammation hypothesis which states that depression is caused by subacute inflammation in the brain. Some antibiotics work as antiinflammatory agents. Although a recent study did not show significant evidence for the treatment of chronic depression with antibiotics. Then there is something along the lines of underexpressed BDNF genes which get more expressed by butyrate which in turn is produced by gut bacteria. And there have been some case studies for treatment resistant depression where they did a stool transplant which improved the symptoms considerably.