Personally this is my experience. I've had a couple of very distressful/low times in my life and I've always instinctually exercised rigorously in terms of weights, running, swimming, etc during those times to take my mind off of things outside of my control and have found it very therapeutic. The adrenaline and pain felt from pushing yourself through a hard workout takes your mind off of things and also makes you feel more alive and energetic. It is very difficult to feel down when you are experiencing these feeling from working out IMO. From my perspective, I like to describe it as I could not escape my own mind of a stream of negative and impending doom of thoughts but when working out and giving it your all, it allows you to feel and focus on the environment around you and get outside your head or negative thoughts, giving you a break mentally from that constant stream of bad mojo.

I would have to guess working out like that puts you in flight or fight mode. Which I think is part of our evolution when in fight or flight mode to have a heightened sense of awareness of the environment around you which due to our limited locus of attention, shifts attention or focus from inward negativity to the "immediacy of being". This also seems to coincide with my normally perceived fast tempo of music that seems to slow down when in a hard workout.