Might have to do with:

- physically active jobs paying less, and we simply measure poorer people being less healthy

- physically active jobs being less of a cardio activity, and more of a "lift these 20 kg packages in unergonomic posture till you need a back surgery"

I don't know many jobs which actually keep people fit in a healthy sense without coming with significant risks (think fire fighters, soldiers). Except maybe working in sports as a personal trainer or a sports teacher or something.

But I know people below 40 who suffer from all kind of health issues which they would not have if they weren't couch potatoes as you phrased it. And this gets much worse the older you go. If you really doubt that excersise helps talk to a veteran retirement home nurse and ask them if they think excercise helps their clients.