Proof that triathletes are not sane

At least, that's what I read as the take-away message of this study.... (also summarized here)

the TL/DR version - people who engaged in vigorous exercise were, contrary to expectations, MORE likely to have serious mental illness and LESS likely to have remission, as well as MORE likely to have relapses.

The question is is there a cause and effect thing going on or is it that those who exercise more are more likely to seek treatment.  Not having access to the entire article it is difficult to tell what sort of control scheme they used.