It's pretty disgusting when you read how hard you have to exercise to burn off what it took you minutes to eat. A 180 pound man burns about 100 calories a mile at a brisk 3.5mph. You'd have to walk 6 miles and kill two hours of your day just to burn off that one cookie.
Fortunately, it doesn't work quite that way. A fit person burns more calories just sitting, and uses fat for energy more than a fat person.
So getting fit will make it much easier for someone to eat higher calories and not get fat.