You're not alone. I lost weight on both Lexapro & Wellbutrin, but not on Zoloft (however, I did not gain weight either on the latter). Not more than ten was lost on the Lexapro, & approximately 20 was lost when on the Wellburtrin.
Of course, I am a weirdo - when on the Depo Provera shot, I lost 40 pounds (from about 180 lbs to 140 lbs.)
If the doctor does not seem concerned with ur weight loss, then I do not think it is a problem. If you're worried that you're becoming too thin, try some weight gain methods, like those bulk-up shakes & the like. You may not actually GAIN weight, but it may keep u from becoming very underweight.
Good luck.