Yes, other people also "never" exercise. Never is in quotations because just walking the around the house is exercise to a small (but not sufficient) extent.
However this should not make you feel better. Some people jump out of windows, do drugs, live homeless as alcoholics. Others also doing (or not doing) something should be of no comfort.
Get out and exercise. Even if it's just an hour long run/cycle per week. You don't actually need as much exercise as you think, though by all means do as much as you like. Just an hour a week of intense exercise will definitely improve not just your health but also how you feel. If you ever feel depressed, even slightly, exercising should do the trick. Same thing can be said for eating well.