Because people know they could be taking a placebo, then having undeniable effect (psychoactive, redness, soreness, etc.) tells them that they are not using the placebo. Conversely, having no undeniable side effects lets them know that they are using the placebo. Thus, placebo usage is undermined.
"Active placebo" has an undeniable effect, but not the compound being tested, so that the test subjects cannot tell if they have the placebo or the real things.
This is what the book The Emperor's New Drugs is about. The idea of the book is that there was some well-known research showing that anti-depressants are effective for severe depression, but not mild or moderate cases. But if you actually only look at studies that used active placebos as controls, then there is no evidence clinical efficacy even for severe depression. Meaning that the nominal benefit for anti-depressants for severe depression that's seen in many studies is in fact probably due to people thinking they are better due to the side effects of the drug, rather than due to true drug benefits.
It could also be that participating in the study addresses sources of depression by giving the subject a way that they are 'helping out' society, or are 'cared about' etc.
There are probably many factors to depression which may include chemical or structural causes; however the human brain is a complex self adapting analog computer. It would be foolish to think that such a system can be reduced a single or even simple set of controlled variables.
It sounds crazy, but the idea is that to be an effective placebo, a pill has to produce known side effects of the real drug. So if the real drug is known to produce dry mouth, the placebo will not be simple salt or sugar, it will be a substance that produces dry mouth.
Isn't "active placebo" a contradiction in terms?