I'm only one data point, but I've exercised more days of my life than not and have observed absolutely no difference in mental health between the me that exercises and the me that doesn't.
What about athletes: students-athletes, NBA players, olympians. Do they show a significantly lower rate of mental health issues?
This argument has been floating around in my head for a while. The reason I think this suggestion is harmful is because it is the most vocal and popular, and yet excludes anyone who already exercises.
Who is recommending this? My hypothesis is people who only exercise every once in a while and so they get a huge hit of endorphins and think, "Man if I did this every day I would feel great." Maybe, some people with mental health issues use exercise as an escape and are really recommending it for its temporary relief. But I'm just in denial about the majority of people being people who didn't exercise, were miserable/anxious/whatever, started exercising and now they're happy/normal/perfect.
Again, I'm not trying to start any arguments here. For those of you who have been saved by exercise, I'm envious. I would really just like to see more answers than this instead of seeing it as the go to answer. It makes the assumption that people who have mental health issues don't exercise.