There are a lot of theories from boosting white blood cells to flushing bacteria out of the lungs and airways. Or even slowing down the release of stress hormones.
In UK, the NHS recommends 150 minutes of moderate exercise or 75 minutes of intense exercise a week. That’s just 20 minutes of brisk walking or 10 minutes running a day.
That doesn’t mean there’s anything wrong with training hard. Within a controlled regime, building training gradually to a level your body can cope with, is very different from over-training.