Don't underestimate the meaning and relationships people had in those times, hunting together to feed your family, farming with your community and interacting with animals etc.

I think physical activity, even just going on walks makes one feel change is possible. If something sucks and I sit home all day on YouTube, then it continues to suck. If I can change my environment, do things outside, see new people and find myself if different situations, then the thing that sucks starts feeling like maybe it also could change.

For example I doubt exercising in a basement just by yourself on 1 machine is likely to materially help with depression. At least not as much as going out doing a variety of things, or playing a game of basketball at the local gym/community center.