I spent my entire childhood walking to school in the rain, going on lovely walking holidays trudging along the coastal path with a cagoule on with rain dripping down my neck, and going out on Sundays for a walk as the exciting activity of the day.
Safe to say I'm not mad on walks as an adult! But, I do find that exercise helps, so I substitute walks for dancing like a crazy thing around the living room for 15 min or exercising on my bike or whatever, although I agree in a very depressed state, simply moving may be beyond you.
Other people stepping in can help, one of my children had depression and I used to find something to do outside every day, not necessarily a walk, but going to the shop, the drive through for a coffee, just anything to be outside with other people.
It's fine not to like walking, and it's impossible to be a chirpy walker when really down, but exercise, even a tiny bit in your own home or doing a small step goal or anything like that helps mood and sleep.