They had 1567 participants. Compared to control (HIIT-like), HIIT reduced risk by 1.7% while moderate intensity training increased it by 1.2%. The overall mortality in the control group was 4.7%. For a controlled trial, that seems like a large number of participants (correct me if I'm wrong), they just were too healthy ;-)

I assume the significance problem is inherent to studies looking at mortality as the outcome is very binary and can take a long time to manifest. As an effect on all-cause mortality can be seen as the ultimate metric of how healthy something is, it's probably still worth it to investigate. In this case, they made it quite difficult for themselves by comparing active people to other active people.

It's also possible that they made other observations during the study that are or will be published separately.

Because running a large enough study is expensive and it's cost-effective to perform a smaller study to determine an approximate size of the effect. Then, you can design the next study to have enough power to distinguish the expected effect size from the null hypothesis.

Additionally, these results could be aggregated with comparable results to yield a stronger result.