I am not a trained statistician, so can someone help me understand why this is even publishable?

I read the abstract and found they quote their key statistic at P = 0.01. The "NHANES III" study that their data comes from has over 1000 variables. Can't you just cherry-pick a handful of "significant" variables at the P = 0.01 level, when there are 1000 variables to choose from?