Excercise also causes stress. If I go two days without running, I feel in a low, agitated mood while at the same time physically lethargic. All throughout the day I have urge to lie down and take a nap. It's exactly like withdrawal from a drug. It starts on the first day off intensifies on the second day. Even a short run helps; for instance a single hard 800 m repeat. After that I feel normal, like on running days.

The problem goes away after a week or two if I quit completely; it's caused by the exercise.

Basically all the strictly positive stuff you hear, though not wrong in and of itself, is a rather unbalanced view spread by people who don't actually exercise, or not a whole lot.