We spend enormous amounts of mental energy thinking about types and combinations of calories, but not much time burning them. We pay huge signup and monthly fees to gyms that we never find the time to visit, meanwhile we never walk our streets.
However, I'm going to nitpick and say that you're wrong about the gym. Currently, I burn about 1,000 calories on each trip to the gym, every other day. That's a 500 calorie deficit that I'm adding each day. In addition, my body is using additional calories to rebuild muscle, and the additional muscle is consuming calories to maintain itself. It's kind of like compounding interest.
A gym is precisely as boring as the inside of your head.
I recommend audio books.