Yes but you're missing the fact that some people with sever depression just can't make their bodies go for a walk the same way someone with a severe cancer diagnosis might not be able to just make their body go for a walk.
Depression fucks with your brain such that you dont think it makes sense to do something that is good for you, if it was that simple nobody would ever hurt themselves, but they have a disease that messes with their brains' ability to think clearly.