Unfortunately there's no <i>explanation</i> which means there's no science here. (The world seems to be full of studies which measure things that are easy to measure and say things that people want to hear.)<p>Here's an explanation as to why exercise might be good for you: exercise transfers attention away from repetitive thoughts and into one's body and one's surroundings. It thus confers benefits similar to those of meditation.<p>This theory may well be totally false. But, hey, at least it offers an explanation. There's something there to <i>be</i> false.<p>The next step would be to criticise the theory and then, if it stands up, to test it against current theories.<p>Any testing though, would be highly unlikely to resemble the observations referred to in the linked article. It would instead depend on the relevant details of the rival theories.