Of course they do, right? A new study that has been published actually seeks to show that those who put in the hours at the gym create more fat-burning molecules than those people who do not engage in fitness activities.
The study is showing that fit people are more effecient on a biochemical level. Using high-powered microscopes, doctors were able to study the blood cells of people before, during, and after exercise and concluded that exercise changed 20 metabolites in the blood which translates to a better capability of metabolizing sugar, fats, and amino acids.
Though these findings are fascinating and exciting, more research into the affects of exercise on the metanolic system needs to happen in order for there to be a diffinitive answer to the full affect and lasting effect. Doctors are still interested in finding out how exercise is beneficial on a bioligical level: we are already aware of its benefits with combating type-II diabetes and heart disease.
So keep at it, because it boosts your energy, your self-esteem, keeps you healthy, and it may even change your body composition on a cellular level.