There is a small reason why all of us don't feel mentally healthy.

There is no reason why we should not feel mentally healthy.

There is reason (believe) that all of us will feel psychologically healthier.

Analysis:

This sentence belongs to oral expression, omitting some elements. The standard (or normative) sentence is:

There is little reason to believe that all of us feel more mentally healthy.

The main clause is there be structure, indicating existence. The infinitive to believe ... used as an attribute to modify the reason. That clause is used as the subject.