overweight predicts inactivity but inactivity does not predict overweight. With the usual caveat that these are just associations, this is not consistent with the idea that inactivity causes overweight. It is consistent with the idea that overweight causes inactivity, or they are both caused by something else.

overweight is largely caused by diet composition. If that's the case, then changing diet composition is obviously going to be a more effective treatment than exercise, which doesn't address the root cause of the problem. This idea is supported by numerous diet intervention trials.

challenge your assumptions. I did.