It looks like this is a meta-analysis, and the line "Twenty studies met the selection criteria representing 171,802 participants with 157,778 meat consumers and 13,259 meat abstainers." suggests that this is a post hoc analysis so we can't rule out the most obvious confounding variable: are people who care more about externalities (e.g., as they pertain to meat eating, more likely to be depressed or anxious?