There are other studies that have shown this correlation, but it does not really get at the heart of the matter, that any regular social activity has the same effect. The benefits accrue to people and activities that are regular and social, but of course, living in a religious state - I mean the US as state - means that the questions support the religiosity of its populace.
A quote from the Harvard Gazette:
"Social and productive activities that involve little or no enhancement of physical fitness lower the risk of all causes of death as much as exercise does," says Thomas Glass, an assistant professor at the Harvard School of Public Health.
The actions they refer to include going to church, restaurants, and sports events, taking short trips, playing cards and games, socializing for its own sake, gardening, cooking for others, shopping, community work and, of course, paid employment.