Throughout most of the history of our species, we have spent much more of our energy on physical activity. When we are more sedentary like the modern lifestyle, there is excess energy available for the other systems in our body to use. They generally don’t use this energy in valuable ways, but mostly waste it. This includes the immune system, which causes inflammation. In the more physically active environment it evolved in, it would only cause inflammation where it was strictly necessary. But when given excessive amounts of energy, it causes inflammation needlessly. Exercising spends this excess energy so it isn’t available for the immune system.
This answer is mostly based on information from [Kurzgesagt’s most recent video](https://www.youtube.com/watch?v=lPrjP4A_X4s). I’m not an expert and can’t confirm the accuracy of that video.
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