for the severely depressed people that can't function in their daily lives, or are suicidal, when the dose of a anti-depressant is at its max dose, studies show that for some people, the addition of a atypical antipsychotic like abilify or risperdal may be that little bit of oomph to get them better.
however, drug companies being drug companies of course want to get as many people on it as possible so they make ads like you mention to make it seem like if you're taking an anti-depressant and you're not ecstatic all the time you should buy their product.