Having only just got far enough into my recovery to start exercising, I completely agree! I feel so much better after a workout.
I was so physically unfit and wretched in the beginning that I found other ways to change my state/being such as cooking and gardening.
Anything that takes our focus outside our heads is beneficial, but I must admit to being addicted to the endorphins exercise provides (and I thought I'd never say that!!)
S x