Every person who chooses to hole up for the winter is not deserving of the label of depressed or deficient. If you truly care, do not pressure her and maybe re-examine why you're dating? A girlfriend should not exist to prevent your boredom or to be your personal SAD light/band-aid for the winter! Show your support by allowing her to do her own thing and she should be ok with you finding friends who want to be active. Come spring, she'll feel recharged,  respected and you two will feel stronger and still have your own identities/not defining yourselves by one another.

I camped, kayak guided, glacier trekked, summited mtns and trail ran 6+ miles almost every day this summer. Now I spend most of my time at home with a good book. I do not feel depressed at all, I'm actually very happy and at peace. Winter and darkness for me is a time to recharge and slow down from the constant activity the rest of the year. 

Look up the concept of "hygge" in Denmark. Slowing down is ok!