Of course; eating exactly the number of calories that are required to maintain your weight, and then you start to exercise - yes, you will lose weight.
But people don't do that. They think "hey, I need a post-workout meal", and suddenly they're eating that in addition to everything else. And then it's the weekend, and they feel they deserve something extra because they've worked out a lot. Or they're already getting too many calories, and working out just makes them get fatter slower.
Of course; eating exactly the number of calories that are required to maintain your weight, and then you start to exercise - yes, you will lose weight.
But people don't do that. They think "hey, I need a post-workout meal", and suddenly they're eating that in addition to everything else. And then it's the weekend, and they feel they deserve something extra because they've worked out a lot. Or they're already getting too many calories, and working out just makes them get fatter slower.