no, we haven't. If it makes someone feel better, live better, whatever. That's the only metric they need.
The data guy in me is going to then challenge you to demonstrate that someone feeling, living, whatever better somehow makes them a better person, if that's the point you're making. If you're saying let them do what they enjoy, I won't argue, but anyone making stupid claims (like martial arts makes you a better person, versus martial arts makes you a better YOU) that can't be verified doesn't do much for one's credibility.