It doesn't show this! It shows that there's a correlation between low magnesium, and biomarkers which are themselves correlated with disease. But that could mean anything. Maybe foods that are high in magnesium are also more satiating (because junk food doesn't have much magnesium), so people with high magnesium diets also eat less, making them healthier. Or maybe high magnesium foods also tend to have some other chemical X, which has good health effects even though the magnesium doesn't. Or maybe bad health causes the body to absorb magnesium poorly, or to get rid of too much magnesium. We saw this with vitamin D: low vitamin D correlates with everything bad, because people who are sick and unhealthy get less sun. But supplementing vitamin D doesn't fix the badness.