Because the data is given by the user, to the app. For example, MyFitnessPal can share the weights you give in check-ins to advertisers or whomever. But if you had a app from a health provider or health insurance company that you logged exercises with, then HIPPA would be applicable because both of those two are covered entities.

An app could be considered a health info clearinghouse if it receives data from a covered entity, in which case HIPPA would be applicable. But as far as I have seen, these mental health apps are paywalled audio snippets about different mental issues.

This is not correct, FYI.

You have it correct in your other reply. Simply put, most of these apps aren't Covered Entities, so they don't need to be HIPAA compliant.