I hope no one thought I was implying that the list was a "cure" for depression. Frankly, everyone is different, so while one thing may help one person, it won't do anything for another. The 12 things are guides for good living, no matter what. Some of my clients absolutely love the holistic coping strategies I use, like controlled breathing and meditation, and others only want to talk and try medication. It is a very personal thing.
As far as the exercise goes, for people with mild levels of depression, it can work as well medication; this is well documented. However, when you get to a moderate depressive episode, other things need to be addressed first, and exercise can be used as an adjunctive treatment.
I chuckled at your comments, Zoom-Zoom. A big part of my current job entails convincing parents that ADHD is real. While it seems like common sense to us, to others, not so much.
When I was struggling with anxiety, I found that mild exercise helped me a lot. I did a lot of walking and yoga for about 3 months. My anxiety was worse when I was cycling, because I was upset that I couldn't ride at the level I was used to, because of illness. If I hadn't been able to go out and walk, I would have been a lot worse. It was very hard for me to let go of the need to continually get faster during that time; thankfully, it was fall, so I just let it go, and let my mind and body rest.