Was the psychiatrist right about this?

I went to another psychiatrist for ASD diagnosis today and from what I heard here, I didn't start with Asperger's instead I presented what problems I have currently because I didn't want him to focus on one thing like a lot of people said here. Most of my problems are difficulties with social interactions, depression and anxiety which I believe are caused by Asperger's and that what I said later. Then he said we should treat depression and anxiety now and look for a diagnosis later but every time that I just presented reasons I might have Asperger's and nothing else, all they said was: "Asperger's doesn't have a cure so why do you need a diagnosis?". I don't get why I couldn't also do ASD tests during that time.