On a more nuanced note, different things work for different people, and gyms aren't the optimal mental healing environment for everyone.
If you're gonna arrange everyone on a hypothetical comfort spectrum between gym and library, it seems reasonable that some people would be more likely to seek mental help if it came in the form of taking a tab under supervision from a qualified professional in a private room than they would if they have to go lift in the company of a bunch of loudly moaning middle-aged men hell bent on proving to the room at large that they are the highest quality specimen of humanity in the room. Lets not be elitist about the paths to mental health, options are good.