People mean well, and I never try to belittle people trying to do good, but in these situations people project their own feelings and motivations and then declare what needs to change in the other person's situation. But physical exercise and taking the trouble to eat right itself is a major barrier when you find it tough just getting out of bed.
It is essentially saying "stop being depressed and you won't be depressed".
I think diet and exercise can do wonders for mild and maybe even moderate depression but the odds that it can cure severe depression are very, very small. It's dangerously simplistic to say "you just need some exercise, man."