It is unsurprising to me that if you manage to have fun with a video game, you feel less depressed.
I suppose it might be slightly more surprising that it's more effective than treatments designed to treat depression directly, but we're talking about an industry that exists almost solely to make people feel happier, and it doesn't make money unless it succeeds. One could argue about addictive mechanics, but most people wouldn't even start on that path unless it brought them happiness in the beginning.