I enjoy the simplicity of weightlifting. Make sure your form is good, count reps, count sets, take note of the weight lifted. All of that keeps my mind occupied for 2h, no room for it to wander into topics I'd rather not think about atm.
I also find some measure of joy out of knowing I'm lifting more today than I was last week, it's simple and measurable progress. No room for subjective bias, unlike other things I'm trying to improve upon.
It also has the added benefit of tiring me out. GAD and ADHD make for horrible bedfellows, they've made nights sleepless for me more often than not, so I'll take any help I can get.
Edit: otoh, I hate cardio with a passion. Its boring and does nothing but make me sweat and lets my mind wander. I've tried everything, from music, to audiobooks, to podcasts. Plus, I feel like I run loudly, like my feet are made of lead, and I don't like being loud.