I think that's a major contributor to the misguided, often hurtful (thought unintentionally so) advice people give to someone who is actually depressed:

If you exercise, you'll feel better right away!
You just have to decide to feel better.
Wear something bright - it will snap you right out of it!

Or whatever...you all have your own lists of these 'helpful' tips. I think so many people confuse depression with feeling a little low or a little unhappy - some mood where there really is a way to quickly change course through some small input. If their perception of what depression is actually like is so far off the mark, it's no wonder their understanding of coping strategies is so far off as well.