Maybe the causation is reversed: people who go out more are more frequently infected with all kinds of bugs, from getting too intimate with strangers to eating stuff that was prepared by someone not too assiduous in their hand washing - a sibling reply mentioning fecal microbiota transplant comes to mind
I know this article is about bugs that cause anxiety, but maybe they just lose the competition in a gut environment with the social bugs
People who stay at home are less infected, thus the correlation with these gut specimens