There are people in the world who still have to do that labor. They're not happier or healthier or longer-lived than the western world. In fact, the overall high-level trend appears to be that happiness is correlated with being sedentary.
Correlation doesn't mean causation of course, but as long as articles like this one are going to imply that it does, I might as well point out that I can make the exact same argument in the opposite direction.
Source?
https://upload.wikimedia.org/wikipedia/commons/thumb/0/01/Wo...
Agrarian populations spend all their time doing hard labor to earn basic necessities like food, water and shelter. That sucks and they're less happy.
People in western nations live longer and move less. The correlation is pretty obvious.
We can expand this: exercise is moderately better than nothing to treat depression, unless you use good quality studies in which case we don't know if it's better than nothing or not.
http://www.cochrane.org/CD004366/DEPRESSN_exercise-for-depre...
> Exercise is moderately more effective than no therapy for reducing symptoms of depression.
[...]
> The reviewers also note that when only high-quality studies were included, the difference between exercise and no therapy is less conclusive.
Would being depressed prevent you from taking anti-depression medicine? Seeking help from a doctor?
Sometimes antidepressants are required. Sometimes therapy is required. Please avoid turning this into "why don't you just exercise".