Because the data is given by the user, to the app. For example, MyFitnessPal can share the weights you give in check-ins to advertisers or whomever. But if you had a app from a health provider or health insurance company that you logged exercises with, then HIPPA would be applicable because both of those two are covered entities.

An app could be considered a health info clearinghouse if it receives data from a covered entity, in which case HIPPA would be applicable. But as far as I have seen, these mental health apps are paywalled audio snippets about different mental issues.

You can see here [2] what entities HIPPA applies to. A app would probably fall under the rightmost "clearinghouse" column. But, that is only if the app receives data from another cover entity. If the app uses data provided voluntarily from and by the user to the app, the app is not a covered entity. [1]

[1] https://blog.focal-point.com/when-does-hipaa-apply-to-health... [2] https://www.hhs.gov/hipaa/for-professionals/covered-entities...