I wasn't aware that NICS included medical history. That's generally a well-protected set of private data.
Cho was adjudicated mentally ill, according to that story on Fox News. So that means he lied on the federal form during the transfer, and no one checked.
I don't and have never taken anti-depressants, but if that must be made public for purchasing a firearm, it should also be for getting a driver's license or holding political office. Either way, who is really going to update those records every time someone gets a prescription?