In ancient days, a certain degree of fatness was more directly equated with health (as witnessed by, e.g., Old Testament bible texts). Or to reference another culture: have you ever seen a skinny Buddha (an icon of contentment)?
Modern pursuits are more sedentary, which add to the problem. Exercise turns out to not just be worth the calories directly burned, but to push metabolism itself towards a more even keel.
Yes, I agree. Our bodies are meant to move but the brain, mine at least, wants to do the least amount of exertion possible.