It's not uncommon for mild depressive symptoms to resolve with exercise. In fact, it's rare for exercise to not be helpful in depression.
But where most commenters go off the rails is in assuming that other people's depression is equivalent to what they experienced in the past, which couldn't be farther from the truth. If exercise produces a mild improvement for you and your symptoms were mild to begin with, you'll likely approach remission, which is awesome. But if your depression is moderate or severe, then intense exercise may only move you from "really miserable" to "still kind of miserable". Again, not arguing that exercise shouldn't be encouraged, but it's critical to remember that your depression experiences are not equivalent to others' depression.
But where most commenters go off the rails is in assuming that other people's depression is equivalent to what they experienced in the past, which couldn't be farther from the truth. If exercise produces a mild improvement for you and your symptoms were mild to begin with, you'll likely approach remission, which is awesome. But if your depression is moderate or severe, then intense exercise may only move you from "really miserable" to "still kind of miserable". Again, not arguing that exercise shouldn't be encouraged, but it's critical to remember that your depression experiences are not equivalent to others' depression.