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.
You’re letting perfection be the enemy of progress. No there is not a cure-all for depression, because there are many reasons for depression not a single one.
The foundations of health, are what people recommend, because if any of them are out of balance they could lead to mood disorders.
If any of these are a factor, they could be related to depression. So the general advice is generally good, hey are you doing all the foundational things? If not, Try that first!
My personal bias, is that nutrition, is the leading cause of modern maladies, including mood issues. So for people who only have the energy to fix one thing, it would recommend fixing their nutrition