I haven’t seen anything specifically about cycling and stress hormones, so I can’t speak to it with much nuance :)

But my guess would be that its related to exercise’s well-known effect of increasing endorphins; this page at (https://www.mayoclinic.org/healthy-lifestyle/stress-management/in-depth/exercise-and-stress/art-20044469) the Mayo Clinic hypothesizes that exercise also mimics the physical effects of good, positive stress …

It’s likely somewhere in there!