1) The reader is right. This study shows body building is an effective way to improve mental health.
This interpretation of this correlational study lacks critical thinking. Body builders in this study are a pseudo-independent variable so it is really a correlational study Even if there were significant differences between the body builders and the general population it would be reckless to attribute that difference to body building. There are some alternative explanations (PRAH) for that data.
To unequivocally show body building improves mental health an experimenter would need to take a group of people, measure them on the DVs, then randomly assign half to take up body building and half to the control group, and re-measure them both after some period of time. If the body building group showed significant positive changes on any of the DVs while the control group did not then there would be proper evidence for claiming body building improves mental health.