4) The reader is wrong. It could be that body building leads to better mental health but there are at least two alternative explanations I can think of for these results.
In addition to the (3) PRAH that the body building women had better mental health BEFORE they ever began body building which is discussed in more detail below, the "general population" as a control group needs examination. If the general population chosen as the comparison group includes everyone (young/old, sick/well, rich/poor, etc.) while the competitive body builders are all probably relatively young, in good health, following a healthy lifestyle, and have enough money and leisure time to pursue this hobby there is a PRAH. The PRAH is that any group of women who had the lifestyle characteristics of the body builders would be more mentally healthy than the general population so it is reckless to say body building caused these good traits. If this PRAH were true, we could find a group of women who had all these lifestyle factors but were not body builders and they would have the same good mental health of the body builders. So it would be clear that body building does not cause good mental health.
Another related reason discussed in (3) for these results coming out this way
is that the type of women who chose to get into body building were, before they
began competitive body building ALREADY less anxious, neurotic, depressed, angry
and confused than the general population. So it wasn't that the body building
activity caused their good mental health BUT that women with good mental health
were the ones who chose to go into competitive body building. This is a common
problem in correlational studies and this alternative explanation is called reverse
causation. So it is not:
body building > good mental health
BUT
good mental health > body building
This problem makes even the basic analysis of some correlational studies uncertain since you can see it reverses the PIV and DV. So if you are working in a group discussion on these types of problems before you conclude other group members are wrong explore the possibility that they are simply seeing the problem with the reverse causation from what it first strikes you as. This is not a problem in some correlational studies (e.g. in D. tipping behavior could not cause Gender) and it is never a problem in true experiments.