Non-medical interventions are perfectly fine but should not be legislated without consulting medical professionals. Have there been research trials that show museum visits are superior to other self-care activities? Politicians should never be allowed to legislate medical treatment like this. This isn't much different from legislating ivermectin as a cure for COVID.
Even worse, this new law trivializes the challenges of living with mental illness and undermines the work of mental health professional, who have spent decades educating the public that treating depression goes far beyond "getting yourself out there" or "taking a break." If you're feeling depressed enough to see a doctor, a free museum visit is unlikely to do anything for you.
I am sure if you polled psychiatrists in Brussels and asked them what they would most like to do for their patients, a free museum visit would be at the bottom of the list. Maybe they would suggest a free gym membership. This is just a cultural subsidy in disguise.