The HDL tends to act like a scouring pad by removing the plaque as it forms. Not only does exercise lower the total amount of cholesterol, but it substantially increases the HDL cholesterol. Exercise also reduces the amount of triglycerides which is another fat in the blood. High triglycerides are also considered a risk factor, so you want that to be low. Stress and anxiety are considered to be important risk factors.
Exercise acts like a tranquilizer to reduce stress and anxiety.
If you ask people why they run, they will almost invariably say because it makes them feel good. It simply makes you feel better by serving as an outlet for stress and anxiety. Since stress lowers the body's ability to fight off infections, you are less likely to become sick if you can reduce or control stress. An example is a college student who becomes sick before or during final exams. Another example is when going through a divorce.