I think a lot of people know these things can help, but brush them off as serious options. Like they see them as homeopathic cures or folk wisdom vs. antidepressants being the real deal medical option. Add that changing habits is difficult, and people tend to dismiss the non-pharmaceutical options before giving them an honest try. It's hard to put the effort in if you're skeptical it's even going to help at all.

Learning about the science behind it might change this perspective. For example, staying up until 3am looking at your phone or computer screen will mess with your hormone levels as much as if you took steroids. If you're doing this regularly and suffering from depression, there's a much simpler and more scientifically proven treatment available to you than an SSRI. While it does require more effort to change habits than taking a pill does, it's also more likely to make you feel better.