I have only read scientific studys which confirm that the lower end of the IQ scale correlates with psychiatric disorders. Can you point me to any papers which support your claim? I'm not saying you're wrong, the claim sounds plausible, it's just that I really haven't read much academic that confirm these claims.
To be fair though, the article does acknowledge that the studies done are not enough, saying that "the evidence is too limited to permit robust conclusions about the mental health status and needs of researchers. Nevertheless, the potential mental impact of pursuing a PhD should not be disregarded."
One is research / research training, involving projects with a large scope unlike anything students have done before, unpredictable timing, a lot of uncertainty and risk, and a certain amount of personal autonomy and social isolation. The others are professional training with many small clear tasks, more or less comparable to previous schooling students already have a lifetime of experience with.