It really is that simple. But simple doesn't make it easy.
Simple stuff is often the hardest to succeed in. Sure, you can do it, but can you do it well? Repeatedly? Over a long period of time?
Doesn't sound so simple anymore. But that's because the simplicity is a starting point. You build on it, make a foundation you can depend on and fall back to when things go wrong.
Going outside or exercising are simple things, but make no mistake, they're also a lifestyle. They become a part of who you are, something to cherish, protect and develop that you dedicate a part of each day to. And that's not an easy thing to do. But once you do it, you'll know it was worth the hard work.
Also, exercise has been shown to help with mild to moderate depression symptoms. It is not a cure as some would make you believe. But it certainly does help, and help quite a bit it can.
What people don't get is that it is just using your body's naturally produced feel good chemicals - endorphins - to make you feel better. It is no different than relying on alcohol or drugs, legal or illegal, to treat your symptoms. You still have to do the hard work to try to cure or lessen your mental illness.
There are people who get "dependent" on exercise, but in a general sense it's a hell of a lot better than drugs. Also, while dopamine is a big part of it, you also feel better because you're healthier, and it likely helps with regulation as well.
But yeah, not magic. You still almost always at minimum need therapy and some sort of guided exercises or meditation if you don't need chemical treatment.