> Exercise helps with depression, partly because it's not easy, it requires effort and discipline and it's not "fun". Forcing yourself to get out of the house and go for a run is difficult (I know, I went through clinical depression and had to force myself to do this. Still do). It does the same for your body - stresses it to make it more healthy.
Exercise is and can be fun. And there are enough forms of exercise to take the one that matches your personality. People get addicted to exercise and many people overdo it - even injuring themselves for fun.
The struggle to go out was not because exercise is inherently not fun, but because you had depression.