Children learn almost nothing from the lecture about health and almost everything from the shoes by the door. They watch you lace them on a grey morning. They register that you went anyway.
They also catch the other half, which is how you talk about your body while you're doing it. A parent who exercises as punishment teaches that bodies are problems requiring correction. A parent who goes out and comes back cheerful teaches something completely different.
The modelling isn't the workout. It's a kid growing up with the quiet assumption that moving your body is a thing people simply do, like brushing teeth, unremarkable and not up for debate.