Wear a blood glucose monitor for a month or two. Don't make any changes whatsoever to diet or activity levels for the first 2 weeks.

Then change it up so you are taking a mile or two walk after every meal. Don't change your diet.

Note the difference in blood sugar levels. It won't happen for everyone but the difference just an extremely moderate level of activity makes - especially directly after meals - was actually one of my larger surprises doing exactly the above.

If I am diligent about my 10k steps/day, I find it difficult to put on weight unless I'm eating like total crap. Combine an effort to try to never eat simple carbs with the above walking regimine and most folks are going to drop weight faster than they would ever expect. Quadruple (or more!) true if you also add a GLP-1 to the mix.

Exercise and basic activity absolutely, unequivocally "works" for removing glucose from blood, which was the foundation of this argument. I'm not giving people diet advice. Indeed, we were talking about frosted flakes, and there are cyclists that have glucose energy drinks -- massive dumps of glucose -- that they consume while riding, and the impact on their blood sugar is utterly negligible. Because activity is an incredible modulator, given that your muscles literally run on glucose, and of course your leg muscles are your largest consumers.

Further, the Hadza study in no universe declared that it requires activity "in the extremes"[1] to alter energy consumption. Not only was their activity not particularly large, they were 112lb men consuming 2,650 calories a day (which is huge for that small of a man. The caloric recommendation for a 112lb active man is 2,000 calories...). The human body is not a magic energy machine that harvest energy from the air, and while it can modulate some things such as "fidgeting" and some other basic processes, the idea that the activity you do doesn't reflect your energy consumption has zero scientific backing.

The exercise paradox is that someone consuming enormous amounts of food but then adding a little exercise routine probably isn't going to achieve much. Which...of course. Control the calories going in is infinitely more effective. But anyone trying to assuage themselves by declaring the exercise paradox for why they're sedentary is cosmically misinformed. The fact that active Hadza men stayed lean on what would normally be considered a massive caloric excess is not the evidence for this belief.

[1] - Paradoxically the study actually entirely contradicts the way you are using it, and I think you might have heard a poor summary of it. The study wasn't that activity doesn't use more calories -- of course it does as the human body isn't a perpetual motion machine -- but rather that going from a lot of activity to an extreme amount of activity starts to plateau and doesn't just linearly move up forever, as the body will start conserving elsewhere. So no, it doesn't require "extreme" exercise, and that is not at all what the study says. And if a 112lb American sedentary man was consuming 2,650 calories a day, they quickly would be significantly more than 112lbs.