Exactly. Like in the 30s the government should step in and hire people. Companies can't do that in a recession/depression. However, the other side of Keynesian economics that's not as often cited is that during the good times the government saves up for the inevitable bad times - we haven't done that for a long time.
You'd need a New Deal [1] effort to do so, but both political parties in the US have no appetite [2] for that sort of legislative effort. It might happen if the quantity of suffering increases, but we're not there yet.
That was probably the best use of funds at the time since there was broad based unemployment among a largely unskilled population. This time around, it seems like it's mostly service businesses that are struggling so it's not so clear what the best use of labor would be..
In the 30s they hired people to build stuff. They hired artists to create public art as well - Woody Guthrie was paid to write songs, for example.
We definitely could do similar now. Lots of infrastructure needs updating. We could accelerate the move to green energy (like the Green New Deal proposal). We could also hire a lot of people to do contact tracing until the end of the pandemic - this could include folks to do datamining, etc.