It feels pretty weird to me that people are almost programmed to recommend Therapy or Gym as the ultimate solutions.
Despite the fact that not all people are capable of doing both.
Further more, there is no study, as far as my knowledge go, that show any ultimate cure for depression. Matter of fact I had seen a study that suggest a very high percentage of people are drug treatment resistant (meaning that there depression would not get better with any prescribed drugs).
I had seen studies that say that training or even just daily walks can highly improve mood, but I had never heard that they fully cure depression.
As others have stated, it’s general advice. I think that it is worth stating anyway because there is still stigma around mental health conditions and treatments.
As for curing depression, it really depends on the type and cause of depression. Some people have differences in their brains that cause chemical imbalances that need medication and therapy to address. Some people come down with the mental health equivalent of the flu and need support to get through it. A mental health professional like a therapist or psychiatrist is trained to diagnose and formulate a treatment plan based upon what is observed.
Depression can be fatal and I’ve known too many people who’ve succumbed to it. So, I will always recommend therapy to anyone going through depression, if they can afford it - sometimes sliding scales are available.