Anti-depressants work only in the short term (when they work) and demonstrate benefit only for severe depression.
Plus, they cause alterations in the brain and if you quit them abruptly, you may go crazy and your body starts failing you in one way or another.
Not to mention that they cost money to acquire and you have to take them at certain times of the day.
Unfortunately, they also come with all sorts of side effects.
Running on the other hand is free as in free beer, you can run whenever you feel like and it works for all forms of depression, severe or not. Did I mention, that it doesn't come with side effects?
Which one would you prefer? The one with the plethora of goodies or the one with many evils?