Admittedly I haven't read tons of scientific research on this topic, but whenever the topic of diet/exercise comes up, I often find the way the question is researched to be lacking.
The article mentioned the participants could exercise however they wanted and "many chose to walk". I don't understand why walking is considered exercise. I understand it burns more calories than sitting still, but it doesn't elevate your heart rate nor push your muscles to grow/develop in any real way, and it feels like trying to "cheat" your way into exercise.
Also, this bit was really interesting to me: "Those burning about 3,000 calories a week showed changes now in their bodies’ levels of leptin, an appetite hormone that can reduce appetite. These alterations suggested that exercise had increased the exercisers’ sensitivity to the hormone, enabling them to better regulate their desire to eat." I would bet that those who burned the most amount of calories weren't just walking farther than the others, but instead their choice of exercise was just more intense.
I've always heard that running isn't a great way to lose weight because it just makes you want to eat more, but that hasn't been my experience. After running somewhere between 3.5-5 miles, my appetite is gone for at least a few hours after the run. I have no desire to snack, and while I might eat slightly more at dinner, the overall calories for my day don't change too significantly.