That may be true if you're severely depressed, but I think it can save you if you're starting to get depressed. That's what happened to me at one point, and an online comment saved me.
I was like 60% depressed but on my way there. I just took my first computer science class in college but I was overly ambitious when I participated in an undergrad CS research. The stress and imposter syndrome was shoving me to the downward spiral.
I posted some gloomy thoughts on an online forum. It was long ago, but I remember the post contained how I could kind of relate to the villain while watching the movie The Dark Knight Rises.
Some online person advised me "lift weights". I had never tried seriously lifting weights, but I was living in a student apartment 10 minutes away from the student gym, so I decided to give it a try. I can't forget the sensation when I did a set of bench press. After a period of amassing so much stress, each rep felt like I was reaching my hand into my brain, directly scooping out the waste and tossing it away.
I became much more active after that, and successfully finished the research and the degree.
It's like how homelessness is more reversible for people who became homeless less than a year ago, and why organizations focus on those groups.
If psychiatrists could mind control their depressive patients into doing 2-3 weeks of heavy compound lifts, I'm certain more than half would be cured.