I guess it depends on your metrics. Based on hemodynamics and oxygen consumption of major organs, "general anesthesia," as provided by an inhalational or balanced technique, should not only be less stressful than a marathon, but should be less stressful than everyday living.
In a marathon, your muscles, brain, and heart dramatically increase their oxygen consumption. Your HR and BP increase quite a bit as well. Cortisol increases.
Under GA, your CMRO2 decreases, as does your myocardial oxygen consumption, assuming you've appropriately controlled the patient's hemodynamics. In fact, there's a lot of data suggesting that inhalational anesthetics "pre-condition" one's myocardium to the stress of ischemic insults, as in uncontrolled tachycardia.
It's possible that there are some hormonal changes that more closely mimic those experienced during a marathon. It's also possible that there's some other way to quantify "stress" that I'm not aware of, but by the traditional metrics, I don't think your attending's statement holds water.