The claim that martial arts are good for mental health is true. The article that you linked is an interview with Georges St-Pierre, a UFC Hall-of-Famer and arguably one of the best martial artists of all time. Georges' reasons for believing that martial arts improved his mental health, such as venting negative energy, are backed up by clinical studies and other martial-arts-related sources. According to a meta-analysis of 14 studies from the National Library of Medicine:
"Martial arts training had a significant but small positive effect on wellbeing (d = 0.346, 95% CI = 0.106 to 0.585, I2 = 59.51%) and a medium effect on internalising mental health (d = 0.620, 95% CI = 0.006 to 1.23, I2 = 84.84%). Martial arts training had a minimal non-significant positive effect in reducing aggression (d = 0.022, 95% CI = -0.191 to 0.236, I2 = 58.12%)" ("The effect of martial arts").
Although the eligible studies analyzed in the meta-analysis had significant variability, the statistics show martial arts as an effective method of mental health improvement. An article by Evolve MMA, a top martial arts organization with the most champions across all martial arts, offers six positive effects of martial arts on mental health. The six psychological benefits that Evolve MMA lists are stress relief, a purpose, physical exercise, emotional regulation, improved self-esteem, and personal development ("6 Psychological Benefits"). Overall, martial arts training is provably beneficial for mental health, as well as the physical benefits that come along with such rigorous physical activity.
Sources:
The effect of martial arts training on mental health outcomes: A systematic review and meta-analysis - PubMed
6 Psychological Benefits Of Martial Arts In Improving Mental Health | Evolve Daily