IIRC Morgan Spurlock was on about 5000 calories a day eating at McDonald's.
Even if he did enough exercise to work off upwards of 2000 calories per day he would still have to contend with the problems of a high salt, high sugar and high saturated fat diet.
Surprisingly, not everybody does realise the pitfalls of such food and even though Spurlock's experiment was an extreme example, there are still people whose diet is comprised of a wide variety of junk food while doing little to no exercise.