If going to the gym works for you, I would call that a win: you have found a way of doing this that you can keep doing, and you're sleeping better and feeling better in other ways.

I think the secret about exercise is that all forms of exercise are boring and/or unpleasant to most people; fortunately, many people have at least a few forms of exercise they can tolerate if not enjoy. If we're lucky, we find one that works for us physically as well as mentally. It took me a while to get from "I can tolerate this, and I suppose it's good for me" to often enjoying the weight lifting, either with actual weights or with resistance machines and bands.