I think that in science we have to be extra careful just what we are saying. And saying that this study proves causality would be wrong. I am sure there are other studies that could (do?) prove it but this statistical analysis can only prove correlation.
There's no reasonable path to reverse-causality with smoking. "People prone to developing lung cancer are more likely to take up smoking" doesn't really make sense.
On the other hand, "Fat and unhealthy people are more prone not to exercise" is a reasonable reverse-causality position, for all kind of reasons. Your knees hurt, you're self-conscious, it's extremely uncomfortable, your fat jiggles, etc.
I'm not saying direct causality doesn't exist here, I'm just saying that reverse-causality is reasonable, whereas with smoking it is not. Assuming causation from this particular correlation is harder than it is with smoking.
I think that we just have to look at the best explanation for the current data to determine causality, but it’s always a guess.
While "causality" is a strong word in the sentence above, the data is much stronger than simple correlation. Of course, outright causality has not been established, but the evidence to determine a predictive association is strong.