In the past several years I have done 12km charity runs & daily gym workouts, pushing myself mentally the whole time. When younger I was doing surf lifesaving, weightlifting, played soccer for nearly 15 years. I'm the social organiser for my group, regularly putting on BBQ's and arranging to meet up.
All of this takes a supreme level of effort, it never felt natural to me. Never got a "jogger's high". I was just depressed while my feet are moving. After spending time with friends I am emotionally drained and need to recharge. When I have a serious bout of depression, it's difficult to leave the bedroom / house for days or weeks at a time (at its worst). My entire body feels like I've been tumbled down a hill in a barrel.
In this time I've had a half dozen suicide attempts, two of them requiring medical attention. I still think of myself as a worthless waste of space. Every day when I wake up part of my routine is to shake off the suicidal ideation just to get started for the day.
CBT has helped to deal with the logical / behavioural impacts of this. I don't get as mad or frustrated at myself and am better equipped to recognise triggers and pull myself back from the edge.
I think if I had been able to get help when I was a child (I first started self-harming at age 7), perhaps being happy and motivated would feel more natural.
But no, even forcing a lifestyle change and doing all the things you said have no lasting effect. I doubt it will ever feel natural for me to wake up, go for a run, meet a friend before work for coffee, enjoy meetings with clients, etc.
Definitely still do those activities, otherwise things snowball. But the problem is a literal chemical / hormone imbalance in my brain that affects everything from when, how often and how long I sleep, and how much lethargy I have throughout the day.
A lot of people struggling with depression have had a lifetime of advice similar to what you suggested. Well-meaning family think it's as simple as just getting moving, and they think the symptoms are the problem, and we have a lifetime of being told to stop being lazy, stop feeling sorry for ourselves, etc, which is the main "stigma" of depression and the reason why these types of well-meaning posts usually result in less than positive responses from long-term chronic depression sufferers.
Edit to add - everyone's root causes are not the same, so while I have decent stretches where I can push myself to exercise and face the day, other people can't and there are times where I can't summon the energy and it's difficult to move. Also inb4 try changing your diet, have you tried meditation, read this <insert famous author>, etc. Living like this sucks and I've read and tried many things to ease the pain. Improvements are slow, incremental, hard-won, and often temporary / good until the next downer hits.