Doesn't high intensity exercise have a greater risk of injury ? For instance, they did sprint intervals here, I think that I might need a 15 minute run just to warm up my knees enough to do the sprints (getting older sucks).
I think that you're missing his point which is that when you are unhappy, it is not always easy to pinpoint the cause of that unhappiness and it is very easy to start casting around for an explanation and end up blaming the wrong part of your life for your misery. You might think that this isn't believable but the unhappiness colours everything in your life and so it isn't as obvious as it seems.