I think that physical fitness is always good when fighting illness. My immune system is, unfortunately, subpar - so I usually get a little sick every winter. My first semester in college I was happy to be out of the army, did very little physically and I got sick during that semester and it was one of the hardest illnesses I ever had. I have resumed fitness after that - and have tried to stay somewhat fit ever since (I am certainly not as fit as I once was) - and I have found a correlation between my ability to recover from the winter blahs when I get them and how fit I am.
So, frankly, I am not surprised about that - it certainly seems to match my experience.
Of course, there are cases when it is not good - if you are really ill, your best bet is just to let your body rest. I certainly learned that - I was trying to train for a Marathon and was running stupid distance every week - unfortunately, I have an auto-immune disease that was not identified until that time - and since it was hard to diagnose - I continued to run until I got to a place where I had the sweats and chills as if I had the Malaria during an Africa trip from the 1800s - my dog would not get near me since she thought I was going to die.
Once I was diagnosed - I was told to stay in bed for a week and not do anything - and very slowly resume any fitness regime I had.
