Some physical factor affects the mood and it affects behavior that may further degrade physical condition that progresses the depression.
So the root cause is not the way people live, or percive their world but some defect in their brains and you always need to start with that. Improving behavior comes next. Same way that walks might help your broken leg heal, but only after you properly put in together and secured with some screws and plates and a cast.
People thought stomach ulcers were caused by stress and lifestyle until they discovered it's actually helicobacter pylori.
So before that people advocated that if you have ulcers you should improve your life to stress less. Which ultimately had very limited effect because no matter how little you stressed and how well you ate you were still infected with the bacteria.
And the solution turned out to be just the right antibiotic which looked like cheating because people didn't improved their lifestyle just took some pills, got rid of ulcers and still mostly lead the same "wrong" lives.