I think you hear people recommend exercise because many of us in the tech sector don't get enough exercise, and for many it can make a huge difference. After I started jogging regularly a year ago, my depression lessened dramatically. But of course, everybody's different, so your mileage may vary.
As a kid, I remembering hearing - "drink water" all the time.
It never helped. I never once felt better drinking water than not. But no-one cared. "I'm already drinking water." "It doesn't help." It was the panacea to a sea of unrelated problems and no-one was interested in actually checking up on whether it worked.
Now, I'm at a different place in my life, and the water is immensely helpful.
Exercise really helps - on average, statistically, it's one of the most effective interventions, and if you're any sort of health care provider you immediately notice the difference in a whole group of patients after they exercise vs a day they don't. And a lot of times individuals cannot notice the difference from inside, even if their behavior is a lot more upbeat.
But for someone people who need something entirely different, it might not help for that particular issue.
