Some sequence of studies are not meant to validate that an effect exists, but to quantify the size of the effect. And the size of the effect under varying circumstances.

What? Exercise decreasing the proportion of sleep spent in the REM phase is "basic and ancient wisdom"?

Exercise improving sleep quality, sure, but this study is saying something much more specific than that

From this study I don't think it's even clear why or under what conditions higher REM latency is better, or that increasing it in an individual can necessarily be considered an improvement.

(I also don't think that's what the study was for; I think they were mostly trying to validate the methods against established results.)

“65 participants (Mage = 21.40, SD = 3.21, N = 42 females) with an average of 35.20 (SD = 27.01) days of observation per participant.”

First you validate the no shit, and then you can ask why!