That was one of the first things I thought about when I read about cold showers for depression. In fact if you google it, you'll find stories about cold baths for psychiatric treatment in hospitals 100 years ago or so. It makes me wonder if people have known for a long time that cold baths/showers help with depression.

I'm strongly opposed to forced psychiatric treatment in most cases. I have a son with a psychotic illness who has been tied down and forcibly medicated. There is evidence that if a treatment if forced on someone it has a different effect than if it is taken willingly. So if you take a cold shower willingly, it may be therapeutic. If I hold you down and force you into a cold bath, you'll likely experience it as traumatic. My son is still trying to process an experience he had in a hospital two years ago. He compares it to being raped. Not therapeutic IMO.