It's worth noting that this is a paper from 2014. The premise seems well-known now, but I wonder if it was as strong then?
I agree root cause analysis would be more interesting, but it wouldn't be justified until the base phenomena was validated.
Sure, people who do exercise think it helps stress and anxiety, but lots of people also find homeopathic remedies to be helpful. Papers like this show the former stand up under experimentation and the later don't.