I worked for 20 in crisis residential mental health, diverting people from being hospitalized if they weren't in imminent danger of hurting themselves or others.
Some people exercised to relieve stress and anxiety while in the program and used this to avoid and subvert there feelings to the unconscious, thus never facing their issues.
While I applaud your emphasis physical activity, I see it as only one tool amongst many. While in the last 10 years I led a Sleep Hygiene and Relaxation/Visualization Group. I made audio files for those with smartphones of relaxation meditations.
My sense is any program that provides a balance of activities is important. Sometimes we provided support for those that wanted to reduce the amount of anti-anxiety, antidepressants, and even anti-psychotic medications with a variety of other supports in-program and after-care. A reduction of meds for depression worked about 10% of the time.