Your body doesn't want to waste away, so it tries to concerve energy. Whether this be aspects such as slightly reducing your metabolism, or by stopping various 'fidgety' behaviours that, while small, add up to burn calories during the day (think actions like bouncing your legs or moving your ankles). After exercise, you are more likely to just sit still. It can also divert resources away from your immune system in the short-ish term (e.g. colds spread easily through the Tour De France peloton, which partly is due to close proximity for ours at a time, but is also just people being worn down and more vulnerable when working out heavily for a prolonged period).

Exercise CAN lead to weight loss (I used to weigh ~115kg/250lb/18st, now weigh 74kg/160lb/11.5st ...mostly lost over 2 years), but as the old saying goes "You can't out-run a bad diet". It's much easier to eat 500 (k)calories than it is to burn 500 cal.

As for exercise-induced hunger, yes some people don't feel hungry 'after' exercise...but e.g. if you exercise mid-day, do you add more to the following meals (e.g. evening, or more snacking?), adding more calories overall?

Note: I found weight loss 'simple', as I find it very easy to follow a repetitive diet, so while calorie counting has flaws with the inaccuracy of estimates, calorie counting works IF YOU USE IT RIGHT. I at least knew if I eat roughly the same breakfasts and lunches, it's much easier to identify dietary habit changes or volume reductions if I wasn't achieving weight loss.