glad I'm not in need of a little understanding. think you're right, LEM, aibu was the wrong place to post..
I agree with ska, nooka and the others who have responded positively. The benefits of exercise for depression (as well as being common sense) are well demonstrated in the literature, as illustrated by the Mental Health Foundation.
And though I agree with the "lots of types of exercise are free" comments, for some people with depression, having a specific place to go where an instructor helps plan a workout and is a motivating factor, helps hugely.
The money argument doesn't really make sense, given that ADs are so expensive & dished out in vast quantities.
LEM, if your GP surgery doesn't have access to the exercise referral scheme, have a look at green gyms - these schemes are free, and really come into their own in the sunny weather ( I hope) heading our way!
Good luck. You are doing exactly the right sort of thing.