It's just lazy researchers who don't want to exercise, obviously.
But seriously, I get tired of conversations like this. The word health literally means wholeness. Live well and you'll be well. Trying to tweak one thing at a time randomly just causes issues in other areas, like the whole "orthorexia nervosa" thing for people who panic about the quality of their food, then wreck their body through anxiety anyways. I said if you exercise more, that makes it easier to judge whether you're eating well or not just based on how you feel and I find that true. Sleeping well makes both of those easier.