When "exercise makes me thin" comes from an adult, we felt it quite usual, but it comes from a very little child, like my daughter, it is quite surprising the first time I heard of it.
I have to admit that my daughter is a bit chubby since she was born, but I think it is cute for babies of her age, she seems to care about her weight already? I hope not, maybe it is just from cartoon. When children watched it, they like to imitate the dialogue and conversation of it.
Did exercise makes me thin? I think it is not sure at all, at least when I was in university, that was my natural the heaviest time, almost over 50 kg, although I often went to gym to do fitness exercise and yoga as well. Of course, I looked very healthy with beautiful figure.
Hope this experience can help you really get something from exercise. lol~