I have seen (anecdotally) lots of people trying to lose weight by sports. Had never ever worked if not done in parallel with better eating. I would like to know

I have seen (anecdotally) lots of people trying to lose weight by sports. Had never ever worked if not done in parallel with better eating. I would like to know how it was verified that people doing exercise were not using the opportunity to make a general change. It is very difficult to conduct such studies while changing only one variable at a time. Meta studies are even more misleading.