This was a cross-sectional study. Here's an opposing result for anxiety and depression: > Testing Causality in the Association Between Regular Exercise and Symptoms of Anxiety and Depression > Context: In the population at large, regular exercise is associated with reduced anxious and depressive symptoms. Results of experimental studies in clinical populations suggest a causal effect of exercise on anxiety and depres…
Let alone populations like the working poor who have little time in their lives for things like exercise, but growing mental illness issues.