While I agree with your premise that simply telling someone to "walk it off" or "just do something else," in essence is foolish. However, the workings of the brain and someones activity level and the type of activities engaged in are intricately tied together. That is the reason that Cognitive-Behavioral Therapy Works, the idea that oftentimes both aspects (cognitive and behavior) need to be worked together. To emphasize one at the expense of the other is not wise. Each individual case is obviously unique, but at a general level, most anyone experiencing anxiety and depression can receive the greatest treatment effect combining the cognitive (thought process), behavior (activation and response), and chemical (medication).