Katluvr, one of the keys to the "decreasing anxiety" (and what we here on TE might miss because we are a little fanatic, is that the findings state that "moderate" exercise reduces anxiety. I know you are training for a marathon, and that in itself is anxiety producing. I know for myself, a hike, brisk walk, or yoga is much more apt to reduce stress and anxiety than a hard ride or run. Ditto for a relaxed ride or an errand ride.
Also, the research is most likely done on animals and people who were sedentary before the experiment.
But, I think we can learn from this. Even if we are "training," we are more likely to handle stress better, but the key is to not let the training become anxiety producing. It might be different for everyone, but for me, it was letting go of the need to improve my speed on the bike and accept the fact I had to slow down for various health and injury reasons. But, it also forced me to try new things. Like you, I could not relax at all in yoga. Now, after 2 years, I can totally relax in a class. I mostly practice at home, and sometimes that is easier than with other people around. I was having severe anxiety a couple of years ago, and it is totally gone now.