I think the key to this is:

Are you exercising only to lose weight or are you exercising to be fit and hopefully lose weight also.

I think the goal in life should be to be fit and healthy. My definition of fit and healthy is that you weight a reasonable weight for your height and that you have good cardiovascular and muscular fitness. If you just lose weight, you may still be more at risk for heart disease, etc.; but if you are fit and light you will be much more healthy! So, whatever the one study says, I still think that most TE'ers are on the right track.