James going for nightly "walks" with her doesn't even qualify as going for a walk, and she's totally unaware of it.
If walking is going to help him with his current depression in any way, he needs to get out and walk at a steady, natural pace for a minimum of 15 minutes (ideally at least 30 minutes), without stopping. Getting his heart rate up, getting those endorphins flowing--a good, brisk walk will do that, and even if it can't fix his current problems, he will at least feel a bit better.
When he's with Chantal, however, he never gets up to a full walking pace, because he'd leave her in the dust in no time flat if he did so. "Walking" with Chantal means shuffling along at her side, deliberately slowing his pace to a crawl to accommodate her, and then standing around while she sits and gasps for breath--which means he's doing more standing around than actually moving. Shit, he probably gets to move at a more natural pace when he's with his grandma than he does with Chantal.
And Chantal is totally clueless because she's toiling away like mad, out of breath, and sweating buckets before she's even managed to cross the parking lot, so to her it's strenuous exercise--a real walk, not just piddling around.
He doesn't give a shit about nature, or the sunset. He could go for solo walks in his own neighborhood, because unlike Chantal he can make it across major streets before the light changes, and nobody's going to shout from passing cars that he's a fat fuck. And he should go do that, especially right after he's done with work, to clear his head. Or maybe do something like Couch to 5K, and start running. Or maybe, once gyms in his area open back up, sign up and start lifting heavy shit--there's plenty of room to be a complete autist in that.
He's still a young guy, but being a sedentary, housebound lump is taking its toll, not just physically, but mentally. If I was his friend, I'd seriously encourage him to pick some simple physical activity he can start doing right now, without having to buy anything. Just get the fuck out of the house without Chantal attached to him like a ball and chain, and start walking, and maybe work his way up to running. He'd start feeling a hell of a lot better, a maybe a bit more in control of his life.