Exercising can help. It's not bad advice or inappropriate to suggest it. People shouldn't suggest it as if it's a cure all and certainly shouldn't suggest you just need to buck up, but the study is showing it can really help.

Context: I'm "using" SSRIs, talk therapy, psychotherapy, strength training and endurance training -- all in parallel right now.

It can be inappropriate depending on where the person is, when I was diagnosed I could barely get out of bed. Feels a bit like telling an anorexic person to eat something.