Throwing some water on the title:
“The study was cross-sectional, and thus the observed results could be explained by reverse causality, that is people who are more fatigued and have low mood may be more inactive,” Soini explained. “And there may be unobserved factors that could affect both physical activity and depression, and thus the association observed may not be causal
Actually the headline for the post here isn't even the one used on the article, it's the opening line but stops just before
But physical activity appears to be unrelated to other depressive symptoms, such as suicidal ideation, difficulty concentrating, and sleeping problems