Why is it necessary to exercise (to lose weight) though? Why isn't it just a matter of consuming the right number of calories to go with whatever amount of acti

Why is it necessary to exercise (to lose weight) though? Why isn't it just a matter of consuming the right number of calories to go with whatever amount of activity your day involves? I mean obviously prolonged exercise burns off fat quickly, but it's also sort of like a shock to the system which might make you overcompensate afterwards by eating even more. I know people who train for marathon running but still seem to get heavier.