One has to be careful about these sorts of findings.
I do not think they made any attempt to control for the fact that people who are healthy are able to exercise. The habit of fitness may be a result of health and not the cause of health. Really sick people do not exercise because they can't.
I would think that a healthy life style would be a to one's long term health. But you can get a pretty large effect in a statistical study by just inadvertantly including unhealthy people in one group and excluding them from the other group.
You make a valid point, but I see no reason to avoid exercise until all of the facts are in. There are numerous well-established chemical and physiological links among diet, exercise, obesity, and illness. Exercise elevates good cholesterol and lowers bad, and it stabilizes blood sugar, as does a high-fiber diet, etc.
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"Far and away the best prize that life offers is the chance to work hard at work worth doing." --Theodore Roosevelt
Capo: 1959 Modell Campagnolo, S/N 40324; 1960 Sieger (2), S/N 42624, 42597
Carlton: 1962 Franco Suisse, S/N K7911
Peugeot: 1970 UO-8, S/N 0010468
Bianchi: 1982 Campione d'Italia, S/N 1.M9914
Schwinn: 1988 Project KOM-10, S/N F804069