doulos has really summed it all up quite nicely, but if I may piggyback on what he has already stated and elaborate...
For those on a strict GF, you may indeed be feeling better. On this I have no doubt because you are by design eliminating cakes, pies, processed foods, starches such as french fries and gravies, BEER, pasta etc....
In other words you are effectively cutting out a shit ton (not to be confused with a metric ton) of sugar and hydrogenated oils.
The confounds to which doulos refers comes from the direct physiological effects this diet change reaps. Lower sugar? Now the body is burning fat (instead of the sugar) thereby causing weight loss. Less sugar + lower weight/BMI = lower blood pressure. Exercising a bit more or generally more active? This too lowers stress, promotes healthy endorphins which in-turn promotes better rest. All this has a direct effect on illness (colds, flu, etc...)
These fad diets like Paleo, South Beach, Atkins etc. aren't any mystery. They all have underlying commonalities (1) portion control (that's a biggee), (2) freshly prepared foods containing fresh ingredients, (3) promote healthy ACTIVE lifestyles.
That's it. Pinning it all on gluten per se, gives gluten way too much credit.
Hope that's not all beyond ignorant.
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