They probably understand it just fine, but are tired of hearing it from _so_ _many_ _different_ _people_. It's practically a cliche for someone to bring it up every time mental illness is discussed and it's utterly hollow advice for the vast majority of people. Given the general size of the effect exercise has on mental illness, it's far more the bandaid fix than any other suggestion (exercise will help basically anyone feel a little bit better. It's extremely rare for it to rise to the level of treatment, let alone a cure).