I feel like the exact people who could benefit the most from exercise (both mentally and physically) are exactly those who have much more important day-to-day tasks to worry about. I can't imagine pretty much anyone working in a Walmart, McDonald's, Amazon warehouse, etc. to have any desire to exercise after working 40+ hours a week when they have a family to care for and a house to keep running. Sure, they could certainly get a couple minutes of walking or jogging in there if they absolutely prioritized it, but who in their right mind would want to prioritize exercise after standing around all day and having a billion things to take care of at home too?
That's probably another reason why it would be a total shit show if someone were to get up and tell everyone that they need to exercise to improve their chances with Covid; it's definitely gonna rub people the wrong way (especially those for whom it would be very difficult to remain physically active) for the government to get up their and go "haha go for a run lol fatass" when they can't even provide us with masks to keep us from projectile-drooling on each other.