We could rationalize an opposite hypothesis as well, perhaps they are adaptive responses to lack of adversity. It would be interesting if a good experiment can be formulated to figure it out. One rationale is that life for billions of years and humans for millions have faced harsh conditions never letting us rest and relax for long. So if we are sitting still, relaxing, often it meant something must be wrong(physical…
The other difficulty is that our higher order functions know that exercise is, in the short term, a waste of energy and time. It's not getting us any more resources. I include myself in the subset of people with impulse and procrastination issues, which makes it very difficult to invest in things that pay off over the long term. Depression for me is being stuck in that hole, knowing there may be a way to feel better, but believing the world would be better if I was dead. Maybe my evolutionary contribution would have been as a martyr if I lived in a different circumstance.
More generally, healthcare suffers from the idea that there is "a" population. Our brains and bodies are unique, and until they can identify types of brain patterns and perform studies against those, it's really throwing pills at someone and hoping for the best. Some parts of science have entered into a dangerous dogmatic phase of "this is how we've always done it" which is the opposite of the point.
I would really like to see the mental health community rally behind getting people into recovery-style support groups where people encourage each other to socialize, eat healthier, and get more exercise. That would put all three of the most effective ways to fight depression and anxiety into practice. Of course then the problem is that prescribing virtually free services isn't in the economic interest of for-profit systems.