Exercising the same doesn’t imply their bodies expend the same amount of energy. One body may be more efficient than the other, for example producing less excess heat. Exercise also isn’t the only factor in energy expenditure. People have different basal metabolic rates (how much energy your body consumes when you’re doing nothing), and changing your diet, your sleep, your mood, etc., can affect it, as can stress and cognitive activity. Finally there’s differences in how efficiently people extract energy from food.
However, for any given individual, if they want to reduce weight, they can either reduce their energy input or increase their energy output, or both. There’s just no other way.
