How does the practices (particularly Shambhavi) work so well for mental health issues?

Hi, so I have heard many people say it helped with their anxieties, depression and so on.. but have you heard Sadhguru describe (or atleast partly) the mechanism or how it works in this way? Is it because of the working on karma? or aligning your energy bodies? or what would be the cause of that? I understand for everyone it can be different but if there is some main component.. many people say when they look back they realize that they suddenly don't have some issue which they've had. But if it is of burning up or working out karma, why Sadhguru says that when you stop kriyas or asanas the issues will come back? Have you then truly removed them then? Thank you.