There's a controlled experiments that did show a pretty significant benefit to being outside in a forest vs. in an urban environment. The Japan one on forest bathing from Chiba University saw a 12.4% decrease in cortisol, 5.8% decrease in pulse rate and lower blood pressure for the forest cohort vs. the urban cohort under identical physical exertion parameters.

There was also one I found from back in 1984 where patients in a hospital that had a view of trees having a shorter stay vs. the group with the view of a brick wall, although not entirely sure that one was robust enough to draw any real conclusions on if view matters.

Just going outside in daylight in general should get you most of the benefits (in the right season, depending on where you live. Where I am in the PNW, midday light in the winter isn't even strong enough to trigger a lot of the benefits), so if your only option is to go for a walk outside on the sidewalk then do so, but there are even more positive benefits to be gained by being in nature, outside of an urban environment.

Geometry has so much more variety in woodlands than little boxes on a hillside.

For me nature feels like it has a kind of fuzzing effect creating a meaningful structure from such a noisy environment.