Exercise was used as a punishment during most of my schooling. It's not "fun" (otherwise the punishment wouldn't work). "drop and give me 20" is a punishment, not a reward. Getting addicted to something doesn't mean it's "fun".
You may enjoy exercise. Good for you, I'm jealous. Wish I did. But the reality for the majority of people out there is that it's a chore that they'd rather not do if at all possible.
And thanks for telling me about my depression. Please, go on, tell me more about my life that you clearly understand so much better than me...
The acute life threat of war times and famine was not constant. While 21 century west have higher life expectancy then the past, the "don't know what next week brings" is not how majority of history works. There are such unstable periods (world wars etc) that get changed for stable periods.
Second, parent said that we don't face any struggle which leads to depression. That is not true on any point. People struggle, they are poor or in pain.
Third, unstable periods make mental health issues go worst. Including depression. They also make consequences of those mental health issues worst - meaning depressed person is more likely to die, get hurt or hurt others.
> Exercise helps with depression, partly because it's not easy, it requires effort and discipline and it's not "fun". Forcing yourself to get out of the house and go for a run is difficult (I know, I went through clinical depression and had to force myself to do this. Still do). It does the same for your body - stresses it to make it more healthy.
Exercise is and can be fun. And there are enough forms of exercise to take the one that matches your personality. People get addicted to exercise and many people overdo it - even injuring themselves for fun.
The struggle to go out was not because exercise is inherently not fun, but because you had depression.