The major cause of this finding is the fact that it is likely that married people are under less stress than single people.
Married people are likely to be under less stress because they have a built in support system and less uncertainty in their lives. People who are not married do not necessarily have people who they can always turn to for comfort and affection. Married people do. This is likely to allow married people to relieve the stresses that they feel on a much more consistent basis than single people can. These lower levels of stress are likely to lead to better mental and physical health for married people.
I don't know how thoroughly this subject has been studied. It would seem to me that it would take more than sociology to come up with definitive statiistics. Obviously it would require physical examinations of tens of thousands of married people and single people, and it would have to be decided what age groups would be included. You can't compare a twenty-year-old single person to a married couple in their eighties. What about smokers and drinkers? It would be an extremely complicated and expensive study, or series of studies. I don't believe you can say that single people are less healthy than married people, or vice versa. There must be plenty of married couples who are couch potatoes who spend all their time smoking and drinking and watching television while they gorge on potato chips. I should think that single people would at least tend to get more exercise. Your question seems to imply that it is better to be married than to be single. That would depend a lot on who you were married to.