One of my favorite sources of material to blog on the New York Times http://well.blogs.nytimes.com/2011/02/09/phys-ed-does-loneliness-reduce-the-benefits-of-exercise/ offers some information on exercise and neurogenesis (brain cell growth) that seems unnecessarily confusing.
It does on rely on scientific studies with mice and rats which are difficult to translate into a human context. But there are inferences made to human behavior in this article anyway.
The question seems to juggle the factors of exercise, human interaction and, of course, sex. Does the sex element count as human interaction, exercise or both?
Guess it all depends on the individual situation.
But the simple explanation might just be in seeking a balance. Exercise, social contact, sex–they all work to help create a "better" you.
Of course we all know that anyway.
The challenge is how to get there.