As far as I understand (with an amateur interest in science, so please keep that in mind) there are different theories as to what really causes this effect and there’s no clear consensus yet. I have read of studies suggesting that chemicals from plants help us generate more white blood cells fighting off diseases. Others hint at the amount of bacteria that we‘re exposed to outside, which sort of keeps our immune system ”in shape.“ No matter which theory you tend to find more plausible though, empirical research has shown that people who tend to spend more time outside generally had lower risks for cardiovascular diseases, diabetes II, cancer and the common infectious diseases like colds. Another nice benefit is that both a ”green“ surrounding and sunlight have shown positive effects in lowering our cortisol levels (stress hormones.) These are not only running high for people with anxiety about the current situation rn but they also weaken our immune system (hence why stressed people are much more likely to get hit with colds etc.).

Here is a nice summary about some findings of correlation between going out into nature and boosting our immune system, at the bottom of the article you also find links to empirical materials.

I know this is probably not as sciency and satisfactory as some of the medically trained people and researchers on here could have explained it, but I hope it helps a little!