Nonsmokers' Depression Lifted by Nicotine

Therapeutic nicotine?

Interesting, but I'm suspicious of the leap from identifying the drug as mood-enhancing to characterizing tobacco use as self-medication.
With all of the faith in self-medication theories reguarding illicit and harmful drugs, why do they have high rates of noncompliance with psychotropic drugs intended to treat depression? Why isn't there a big black market for drugs intended to treat psychological problems?