Sometimes we tend to over spiritualize and over think things. Of course it's never wrong to pray. In particular if the problem is of spiritual origin. And I'll be the first to admit that it's difficult to discern between what's spiritual, emotional or purely physical in my own life, since I'm a bit complicated, and all parts are connected. I have met so many emotionally and spiritually immature Christians, and have gone through different stages myself in my life. We need to look at life in a more holistic way! It's never wrong to use physical exercise as a method for releasing stress. God has created all materia, and that includes the human body, and he said "it was very good". Over spiritualizing physical things is more gnostic than biblical thinking. I have seen bad and sad consequences in the lives of "gnostic Christians".