> It is fair to ask whether weight loss could have contributed to the reduced mortality risk associated with increases in either PA[physical activity] or CRF[cardio-respiratory fitness]. Unfortunately, most of the studies did not report data on weight change associated with changes in either PA or CRF. However, it is not likely that weight loss would have contributed appreciably to the reduced mortality risk associated with the PA activity or CRF. First, increasing PA typically results in little, if any, weight loss .... In addition, several of the studies that included changes in body weight or BMI in their analyses indicated that weight loss was not a significant contributing factor, as described below....
Still, it seems like it's a lot harder (for the average person, anyway) to stay skinny if you aren't physically active; and a lot harder to be physically active if you're obese.