You can see this if you just look at the last few hundred years of human history. Humans used to have to engage in hours of labor every day just to survive. If the sun was up you were exercising. Were they so much happier and healthier?

There are people in the world who still have to do that labor. They're not happier or healthier or longer-lived than the western world. In fact, the overall high-level trend appears to be that happiness is correlated with being sedentary.

Correlation doesn't mean causation of course, but as long as articles like this one are going to imply that it does, I might as well point out that I can make the exact same argument in the opposite direction.