In the process of painting you focus your attention on a subject that is at your fingertips. If you do it with enough concentration, it will ignore the extraneous noise, unpleasant thoughts and worries. This is a very useful skill that will be useful in situations where you need to briefly forget about your physical or emotional pain.
One of the first psychologists who in the early twentieth century used the coloring mandalas as a relaxation technique was Carl Gustav Jung. He prescribed his patients coloring mandalas as part of the therapy.