Would anyone be surprised to find out that externally facilitated exercise, as offered in the study, has different emotional effects than self-motivated exercise?
I think you imply in your comment that "self-motivated exercise" is better than "externally facilitated". If that is true then we can start worrying less about selling the idea of exercising and more about thinking how to motivate a depressed individual.
On the other hand, if both cases of exercising offered the same results then we could say that it's not the motivation but the exercise itself who's helping us.