Just because a cohort of patients is diagnosed with MDD does not imply much about the severity of the disorder. MDD can be applicable as a diagnosis to high function, fully mobile patients who might well be good candidates for nutrition and exercise therapy.
More severely impacted patients who are not very mobile (often with profound slowing of gait if mobile at all) and are not responsive to behavioral suggestions are prima facie not good candidates.
And you said, "For moderate to severe Major Depressive Disorder don't waste your time [with exercise].
Your statement just isn't true.
There may be exceptions of course, but your statement is general.
Please don't discourage them by telling them that exercise isn't worth considering. It may not be the complete solution, but it can't hurt, can it?
I know because I've been there. I know exercise can work in many cases.