Can't really tell you why, the doctor has the advantage of knowing you, your medical history, conditions, other medications, lifestyle, a lot.

But what do you mean by bad nerves? Anxiety? Are you depressed, I mean, have you been diagnosed? What antidepressants are you taking now. The problems are sometimes more than can be solved with medicine alone. Or you may want to try a different medicine, have you talked to the doctor about this? 

If certain situations cause your problems then perhaps a therapist can work with you on those.

Are you happy with the doctor, or would you consider trying a different one? If you have anxiety, Health Central has a site specific for that, here. Just another place you may see something that interests you. We'd like to hear more.