Seeing things as they are

There's a lot of emphasis within the insight tradition on "seeing things as they are" , "turning towards difficult emotions" etc etc. But in my experience it's not always the best advise. For example if I'm feeling sad,lonely, depressed etc, I find it's not helpful to sit there and look at it at all. I end up feeling worse. Going for a walk or swim and getting into my body seems to be far more helpful. I end up feeling happier. Why is there so much focus on this kind of passive acceptance? Sure I can accept that right now I feel sad but ifs it's within my power to change that then why wouldn't I?