I think there's a segment of people for who depression and anxiety is an inability to quiet their mind. They're unable to go about their day or be present in their thoughts because they're ruminating on a thought that's evoking bad emotions.

Exercise is one way to break the thought cycle. Just holding your breath is another. When you're suffocating, your brain tends to shut down unnecessary thinking. I also think this is why people enjoy rock climbing. It's the potential for injury that shuts down rumination for a lot of people I know who fail to find the same focus through meditation.