In twin studies the only things that have been associated with obesity are past calorie restrictive diets and soda consumption. All these other studies are usually picking up on either socio-economic or environmental factors, rather than actual behaviors we can control.

The reason to exercise isn't to avoid obesity: it is because the health benefits of exercise have nothing to do with weight. Careful, moderate exercising is good for our bodies, all on its own.

Whereas there is shockingly little evidence that obesity itself causes most correlated health conditions, rather than being a symptom (of stress, alienation, environmental contamination, inflammatory conditions, etc) correlated with the causes of those conditions. The weight with the lowest all-cause mortality is being "overweight".

But of course, "work less" is a lot harder to make money off of than "lose weight", so any science that can be twisted to prop up the weight loss industry will get spread far and wide.