For my purposes here thoughts are quite different from thinking. Thoughting is a circular process, "thoughts" go around and around in our heads and don't get us anywhere. Thinking is useful and leads to something which supports us in our lives.

Any activity that removes us from the humdrum concerns and stresses of our day to day life creates 'space' for us to come at life fresh and new; from a new perspective.
However, if all we do is create a space in our heads it's highly likely that thoughts will just rush into it, like air into a vacuum, because we're so used to being at the beck and call of them. That's why for many of us most meditation techniques are so difficult, we end up just shovelling the thoughts out and out again.

We are only capable of feeling good or feeling bad. We can't do both at once. If we feel good, we experience everything from that perspective and the world is a wonderful place, we attract smiles and we're capable of coming up with solutions. We see obstacels as fun opportunities to get to our goals by an interesting route.
Conversely, when we feel bad, people are horrible to us in the street and we experience obstacles are examples of our bad luck and how life and the world is against us.

So the first thing that engaging with play materials in a play workshop does is that it gives us something to put into the space we create by stepping outside our life and this actively prevents the thoughts from popping in.
Next our engagement with them is enhanced because exploration and creativity is a natural state for us to be in as humans.  Accessing this natural state creates a sense of relief; we're doing what we are meant to.

Letting go of expectations to 'produce' anything ourselves allows us to explore this more deeply. It's really unusual for us as adults (even as children once we're over about 5) to have this supportive, non-judgemental environment where we can just 'mess about'. There's a freedom in it which brings with it joyfulness and lightness.

Then, the materials are specifically chosen to remind us of childhood and take away any sense of being grown up and responsible which might be still hanging around and this frees us up some more.
Although we begin with materials which we're more familiar with and which we can make things with, gradually these are replaced by materials which take us into a deeper sensory experience so we're engaging with our senses more fully. This helps cast out "thoughts" some more.

All of this is happening while we're collaborating with other people; engaging with one another as a group.

Everyone is doing the same thing, so no one feels silly. When more than one person is feeling similarly in the same place, that emotional state is magnified. When we're having fun in a gorup, we have more fun and this deepens our relationships and trust of one another. Great for friends, couples, families and teams.

So the engagement with the materials, their sensory nature both prevents our everyday lives from intruding and deepens this experience into one of timeless freedom most of us haven't experienced since early childhood. This is being in the now and why it feels so good.
The reason being in the now does us good is not only because it takes us away from stress (although this alone is a very valuable thing). Being in the now puts us into an emotional place where we don't let obstacles get in our way. As little children we don't know failure, so it's inconceivable ~ we aren't capable of inventing it for ourselves (babies fall on average 11.000 times when learning to walk, they simply get back up and try again).
Touching that 'flife is success' feeling and being able to enter it with other people who are also experiencing it makes it more tangible.

Merely experiencing this state is positive and helpful for us. Repeating it teaches us to experience the world differently, to come at life new and fresh, not full of memories of pain and failure or worrying about the future and outcomes. To be engaged and free from the stress of the outside world at the same time rejuvenates us, enables us to be more positive and creative, to think outside the box and to be more determined, moving forward towards whatever is life enhancing. Achieving this within a group, cements the bonds of that group (and creates them if they don't already exist) as well as everyone experiencing that together making the whole thing more tanbgible and repeatable; a part of life.