Exactly this.
Many double blind studies are completely broken due to side effects triggering a stronger placebo response, and this is an especially huge problem for drugs like SSRIs where a placebo gets you about 80% of the benefit of the actual drug.
Similar to the study you linked, there was a more recent study where they found that for the SSRI escitalopram (aka Lexapro), the benefits disappear when you lie and tell people that they're receiving an active placebo that mimics the side effects of an SSRI. That is, if people don't actually think they're taking an SSRI, they don't get any benefit.
https://app.dimensions.ai/details/publication/pub.1142338190
https://pubmed.ncbi.nlm.nih.gov/7037102/
https://sci-hub.se/https://www.thelancet.com/journals/lanpsy...
>Many years ago, adequately blinded trials of tricyclic antidepressants were done, in which the placebo contained atropine, which causes dryness in the mouth like the active drugs do. These trials reported very small, clinically insignificant effects of tricyclic antidepressants compared with placebo (standardised mean difference 0·17, 95% CI 0·00–0·34).