>Exercise works for depression. So why isn't it treated like real medicine?

Clinical depression is a serious mental illness, it causes great suffering, broken relationships, and far too frequently, death by suicide.

A person suffering to such an extent frequently will seek treatment (if they don't, well we don't generally pursue people with medical conditions) from a trained, licensed professional for evaluation, and the extent to which the patient gets out of the house and interacts with people is part of the assessment. Exercise will be among the suggestions that will be encouraged.

However, you don't need a prescription to exercise, so it's not treated like medicine, but it is recommended. If you are prescribed medication or exercise, if you don't take it or do it, there generally isn't a compliance system that kicks in (unless the courts have become involved)