[A]t least 17 countries…have warned…of the potential for depression, sexual side effects, or both.

Emerging post-marketing reports of persistent depression and sexual side effects have led to growing concerns about the safety of 5α-reductase inhibitors and prompted product labeling changes in many regulatory jurisdictions. Since 2008, at least 17 countries including the United Kingdom and the United States have warned prescribers of the potential for depression, sexual side effects, or both with finasteride.

Post-Finasteride Syndrome: Efforts to explain persistent symptoms are undermined by poor long term data on harms: The BMJ, August 9, 2019