Firstly there is a point about licensing. Although every drug has a licensed purpose and dose, doctors aren’t legally or ethically compelled to prescribe within license conditions if they consider it in their patients interest. So you wouldn’t need to actually or pretend to give up smoking.
Many doctors are reluctant however to prescribe off license in case something goes wrong. They would be on shaky ground if they got sued. I'm not even sure the anti smoking and the anti-depressant doses are the same.
I think you need to think things through in a couple of areas. Firstly is seroxat successful with your depression. It is an SSRI. Zyban has a completely different mode of action, on dopamine. You could loose your anti-depressant effect , assuming you have had one.
The second thing is Zyban isn’t exactly benign. Sexually good, quite high rate of epilepsy bad. You could swap one problem for an arguably worse one.
Third thing is don’t assume that coming off Seroxat will solve your sexual problems. There is accumulating evidence that SSRI’s can cause problems long after you stop them, in some cases permanently.
Fourthly coming off an SSRI isn’t the only solution. Sexual problems are so frequent on them that there are various augmentation strategies to try and ameliorate them. You might be better off on one of those.
I wouldn’t advise you either way but I would say don’t assume you’ve got a simple solution.