Movement increases your caloric expenditure by relatively small amounts. It is great if you tend to eat close to your daily expenditure, but if you eat a lot of non-satiating, calorie-dense foods like sweets or refined carbs, good luck walking them off.
For reference, 1 hour walk is ~300 kcal. That's 3 slices of white bread, or a little more than a half-litre bottle of Coke. How many people overeat by that amount, and how many walk at least one hour every day?
Countries where people move more also eat less. Because we are a complex chemical machine, not a dumb furnace.
Eat too much -> metabolic syndrome -> exercise becomes more difficult and tiring -> psychological/satiety issues -> overeat -> GOTO 10. We now know how obesity works, but it doesn't fit on a slogan short enough to write on a cereal box or in a doctor's office poster, so they just tell people to walk more and skip red meat, even though it completely misses the point.
Americans keep repeating this to themselves and think it's true.
Yet in countries where people walk a lot more, people aren't nearly as fat, even though they have just as much sugars and carbs.