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.