Not sure what you mean by "actual" evidence, but we know a lot of what we know from studies of modern-day hunter gatherer groups and it seems unlikely that the ancients would have significantly different behavior around needless calorie expenditure.
Seems more likely it's backed by wanting to have sex (or maybe I'm just projecting my own motivations).
Exercise is physical activity without being productive at all.
Your argument was originally that the ancients performed the latter, but you've supported yourself with examples of the former. Hunter-gatherer tribes certainly did and do activities which happen to be exercise all the time, and that (and other reasons) are why they didn't need to set aside time and energy for the express purpose of staying in shape.
Hell, most legal stimulants are appetite suppressants anyway. There are always options. Comparing humans to machines is probably one of the most bizarre expressions of materialism/physicalism I have ever seen on here. The analogy is also quite poor, the human body is far more complex than even our greatest machines.
For now at least. Progress is slow, but we work on making more complex machines all the time. Also, I have a nagging feeling that we tend to underestimate the quality/complexity of machines and overestimate that of our bodies, probably due to some "we must respect nature/evolution/god/.." beliefs. Human bodies are very lacking in some respects, and it shows.
:-)