I never found classical music soothing. It was not even meant to be soothing and it requires quite a loud of effort to find what you enjoy.

It isn't about it being soothing. From what I understand it's about classical music engaging your brain in specific ways that counter the depressive spiral. There are studies and data on this. It isn't about liking it, though study helps. (If you understand why Bach is remarkable you have an easier time liking his music. I'll warn you about Mozart, though, his compositions are hypersensitive to correct performance. If the performance isn't nearly perfect, it falls apart... anyway...)

Video games can do this as well, if used properly. Set a goal, meet it, set another goal, meet it. Being active is the opposite of "ennui" or "malaise" (earlier poetic descriptions of depression). Regular doses of goal achievement can also reprogram the brain away from a depressive spiral.

It doesn’t have words. This alone is a tremendous help. Ragas and (some) jazz are in the same category for me by virtue of being sound without words. If it has words in a language I understand it’s too distracting.