There's actually far more research into what happens after starting an SSRI than you're implying. We know, for example, that certain downstream adaptations takes weeks to fully appear. We also know that the initial increase in serotonin concentrations is limited by 5-HT1A negative feedback, but 5-HT1A downregulates over time and allows the synaptic concentrations to increase again.

> the very fact that scientists can't explain how all this works made me want to stop my treatment and just do more weightlifting and running

Weightlifting and running are complimentary, not substitutive. Most people can't simply replace a powerful medication with more running and weightlifting.

You might also be surprised at how many modern medications operate on partial theories. There's not actually anything wrong with that. There are a lot of medications that hypothetically should work based on scientific understanding of the brain but don't seem to show efficacy in studies.

It's more important that we validate the safety profile and efficacy in real-world testing.