Step 1: Recall the facts:
Sort each benefit into physical, psychological or social, and choose the one that belongs to the mind.
Step 2: Match the facts with the options:
Option (1): Motor skills belong to body movement, so this is a physical gain.
Option (2): Avoiding obesity is a body-weight and health gain, so it is physical.
Option (3): Lower anxiety, stress and depression are gains in mental health, so this is psychological.
Option (4): Social skills are gains in relating to people, so this is social.
Step 3: Decide:
Only the third option is about mental health, so it is the psychological advantage.
Final Answer:
Option (3) is correct. \[\boxed{\text{Reduced anxiety, stress and depression}}\]