I think people substitute a lot of these "flow-inducing activities" (require attention and alertness, often adrenaline-inducing too) because it temporarily stops the mental habit loops that fuel depression. It's hard to think about all the "should'ves" while dodging Escalade-driving, phone-distracted people on the highway or struggling on a crux move on some climbing route knowing your last piece of gear is 3-4m below you.

It's a nice escape, but I definitely think dealing with these feelings directly by talking them out with a therapist / journaling / meditation is the only way to deal with them effectively (although it's still hard)