It isn't that recent. The ancient greeks lifted weights and ran for general health. We know the Olmecs played ball games and one imagines they observed the health effects of staying active. Boxing is at least 5k years old. There are 15k year old cave paintings of wrestling. The Maasai have intentionally practiced high jumping for ? centuries. One can imagine that early persistence hunters probably ran competitively, as their modern counterparts do. A lot of these activities had non-health purposes but it isn't a stretch to think people in the distant past associated activity with health.
It's being sedentary that's quite recent.