Aren't depressions coming with side-effects like inability to do anything at all? The block is somewhere else to overcome before even thinking about exercise and the brain might have a good reason to block it (e.g. some local energetic/metabolic failure and the brain forcing a "safe mode" to prevent further damage). It's like telling to people with endothelial damage that exercise would do them good when in fact it would cripple them further (e.g. from long covid).