Almost every type of yoga encompass certain breathing techniques, meditation exercises, and mindfulness exercises, which is theoretical basis of just why yoga has been shown to be helpful for so many different things.

Yoga has been experimentally shown to improve heart rate variability and a range of cognitive measures and lead to an "enhanced sense of well-being" in healthy persons.

In a study involving adolescents, "participants reported significantly greater decreases in anger, depression, and fatigue from before to after participating in yoga compared to PE". This is much like other research showing yoga to be a powerful potential "sensory regulation tool in reducing adolescent distress in an acute care psychiatric hospital"

Yoga has been experimentally shown to reduce stress and anxiety better than other traditional "relaxation" techniques00043-4/abstract).

As one review puts it: "Sudarshan Kriya yoga, a sequence of specific breathing techniques ... can alleviate anxiety, depression, everyday stress, post-traumatic stress, and stress-related medical illnesses. Mechanisms contributing to a state of calm alertness include increased parasympathetic drive, calming of stress response systems, neuroendocrine release of hormones, and thalamic generators."

Sudarshan Kriya Yoga's effect on melancholic depression has found to be comparable in effect to electroconvulsive therapy and the antidepressant drug imipramine, with the experimental study concluding it was a slightly better option than drugs00079-8/abstract?cc=y) (although not quite as good as zapping your brain, so...)

Yoga can help reduce and treat addiction, and may even complement treatment of schizophrenia by improving socio-occupational deficits. I think the research behind how yoga helps schizophrenia is especially interesting.

It's suggested (in light of some of the research measuring brain activity during medication) that "meditation reduces pain-related neural activity in the ACC, insula, secondary somatosensory cortex, and thalamus", which may explain why it's been concluded that "Isometric yoga as an add-on therapy is both feasible and successful at relieving the fatigue and pain of a subset of therapy-resistant patients with chronic fatigue syndrome.", or why research shows that " yoga leads to a significantly greater reduction in low back pain than usual care, education or conventional therapeutic exercise", along with being a tool to improving pain in four other musculoskeletal conditions: osteoarthritis, rheumatoid arthritis, kyphosis, and fibromyalgia..

There's even research on yoga helping asthma, with some support that yoga influences the biochemistry behind the illness

The short of it is that yoga makes most people feel better. And I'de also theorize that stress plays a big part in why people feel bad, with or without any diagnosed illness, and the stress of life is just one reason why people may really wish to believe there's a powerful being "looking out for them" in the first place. Yoga helps a lot of things. It's not hard to believe that, either by improving the state of somebodies life, or by more directly influencing their brain, yoga may lead to people being more open-minded.