A few days ago I came across a Ted talk by Kelly McGonigal on stress and it's effect on the human physique.
It's pretty hard to evade situations of high stress levels during your whole life. Most of us will experience at least one of the life changing events that is linked to high levels of stress. Still the effect this stress has on ones physique can differ hugely. People who view stress as bad for you tend to have constricted blood vessels , and maybe even their body (noting the common stuck muscles). This apparently is one of the explanations for the link between high blood pressure and stress. Those who do not see stress as harmful, have relaxed blood vessels, allowing the higher heart rate that occurs during periods of high stress to pump blood around unconstricted. The latter group even has the lowest change to die from all the observed groups with different stress levels and beliefs of stress.
This explains a phenomenon I experienced personally, while participating on a study of arousal by games and heart rate. My heart rate actually went down while playing an arousing game (Portal 2).
Though I must say there are numerous other activities that have proven to be stressful and had quite a malignant effect. That's an interesting side note actually.
Noted is that the positive curbing of arousal seems to occur when people view the arousal as being part of rising to a challenge. One of the key points of arousal in games is that it's part of rising to challenges. It wouldn't be such a great leap from there to saying that games might be beneficial to managing or curbing the impact of stress.