That's why I make sure to go to the gym 2-3 times a week to maintain my fitness.

I think this demonstrates a correlation rather than causation ...

I'm not suggesting that there is no link between the two, but relationships like this can actually be complicated with a lot of external factors which influence both variables. Just as an example of what I mean, being sedentary will likely lead to increases in body weight due to burning fewer calories, and being over weight will likely lead to living a more sedentary lifestyle because it is more challenging to move. Obesity can increase the likelihood of getting a number of illnesses including diabetes which increases the likelihood of dying young, but many of these illnesses reduce a person's overall energy levels increasing the likelihood they will live a sedentary lifestyle.