Just like building up your muscle, it takes time. Which is why you don't see memes/people saying: "So weak that you can't lift 100kg? just say no, raise your arms while holding a 100kg weight. It can't legally fall if you don't drop it."

I mean, logically stopping depressive thoughts is the only way to stop depression, the same way as how lowering the caloric intake is how you get rid of obesity, or lowering the resistance to insulin is how you stop being diabetic type 2. Or how the only way to be someone who lifts 100kg is to actually lift a 100kg weight.

But that's so obvious that it's not helpful. It's not like people don't know what makes them depressed... or obese.. or weak.. what they want is advice in how to train themselves, not someone telling them they should "just" stop being the way they are (which is probably something they already keep reminding themselves about! ...most of the time, that's the one thing they don't need help with).