I am not sure if the question is worded properly. I shall attempt to explain with logic.
Depression is a clinical condition and is outcome of physiological state of the body. The same is true for CHD or coronary heart disease, it is caused by several physiological factors that impart a cumulative impact leading to pathological condition or disease. We become sleepy due to fatigue and that is a physiological state as well.
In contrast, better self-esteem is a mental state. However, it is also an outcome of better physiological shape/health. Nevertheless, here physiological state is related to the condition in a very indirect manner. Therefore, in my mind this is the only condition that is non-physiological health benefit of exercise.
Hope this helps.