Few academics stake their careers on papers saying that X does fuck all (unless everyone already things X is amazingly effective)
https://www.cochrane.org/CD004366/DEPRESSN_exercise-for-depr...
> Exercise is moderately more effective than no therapy for reducing symptoms of depression.
[...]
> The reviewers also note that when only high-quality studies were included, the difference between exercise and no therapy is less conclusive.