If your body is in shape, you can socialize, and you're good at your job that pays you well, you can still suffer from depression.

Right, it's very easy to dismiss the general therapy talk. I'm not a fan myself.

Exercise, cultivating positive fear responses, self-challenge are all important.

What you're pinning as "therapy talk" is just that last one - you need to think critically about how you approach life problems, not just accept the most negative interpretation of events and your inner monologue.

I think any stoic would agree with that statement.