Basically, if you are well adapted to running and it does not take a lot of mental effort to run, you aren't really draining your "bucket" of mental energy for the day very much, so you get the positive effects. However, if you go into a place where the training takes a high degree of concentration (say, running easy, but a lot), or by running very hard, this is a heavy cognitive load task that requires much concentration due to the pain, etc.
So, basically, its the same as walking for a lot of people. As long as you are in a reasonably comfortable zone where you can think, it works well.
Basically, if you are well adapted to running and it does not take a lot of mental effort to run, you aren't really draining your "bucket" of mental energy for the day very much, so you get the positive effects. However, if you go into a place where the training takes a high degree of concentration (say, running easy, but a lot), or by running very hard, this is a heavy cognitive load task that requires much concentration due to the pain, etc.
So, basically, its the same as walking for a lot of people. As long as you are in a reasonably comfortable zone where you can think, it works well.