Activity scheduling and depression
A non-cynical interpretation is that in the medical, pharmaceutical world, and psychotherapeutic world there are many well-educated people who are working passionately to find solutions for medical and mental problems. They believe in their approaches (medication, psychotherapy) and find it important that good research is being done into the efficacy of these approaches so that they can justify their way of working and gain insight into what works and what doesn't work. That way, they can help their patients/clients in the best way possible.
A cynical interpretation is that in the medical, pharmaceutical, and psychotherapeutic world a lot of money is being made. This means that many practitioners in those sectors depend for their living on research which shows that what they're doing is working. It is not in their financial interest that research shows that patients/clients can just as well (or better) solve some of these problems. That is why these industries will always be reluctant to fund research which shows the efficacy of self-help solutions.
Fortunately, such research is actually being done at universities. I suspect that the less a university is dependent on companies for its funding, the more likely it is that this type of research will be done. An example of such research is Cuijpers et al. (2007): Behavioral activation treatments of depression: A meta-analysis. Activity scheduling is a behavioral approach if depression in which patients learn to monitor their own mood and activities on a daily basis and to increase their number of pleasurable and fulfilling activities and interactions. Here and here you can read how that works. By the way, the research by Cuijpers et al. shows that activity scheduling is as effective as cognitive therapy.