I could be wrong, but I don't think projektir means they "feel like shit" even when they exercise. I think they mean they occasionally feel like shit after exercising, which obscures the benefit.

If so, I'm in projektir's camp. I often feel better after exercising, but sometimes I feel worse. Also, I don't necessarily see a clear day-to-day improvement.

There are definite health benefits to exercise for most people [0], but I don't think subjectively feeling better is necessarily as widespread as some exercise proponents think.

[0]: Video summary of the evidence for exercise: https://www.youtube.com/watch?v=SFBBjynBpSw