When you run we ask more of our lungs as our muscles urgently demand more oxygen. In response, we have to consciously control our breath. With so much focus upon breathing, our minds tend to quiet; the internal chit chat is dampened and we become immersed in the present moment. Our senses tend to become heightened and we often feel a certain amount of liberation.
In yoga we try to connect the physical postures (asanas) with our breath for exactly this reason. Being mindful, or living in the present releases us from many of our stresses and responsibilities. Mindfulness offers a way of becoming an observer of experiences, rather than having to be involved in every story. It is a way of controlling your mind so it becomes your best friend rather than your enemy.