Yup, that's the problem. If you run 5 miles you burn about 500 calories. Hardly enough to make up for even the fries in the meal. A lot of people overestimate calories burnt and underestimate calories consumed.
A bit of exercise every day is good for your heart, lungs, circulatory system etc. but it won't make up to overcome an otherwise sedentary lifestyle if you don't change your diet.
People say cars give you freedom and while in a lot of places that you can't get anywhere without one by design that may be true, being able to get around under your own power has always felt like freedom to me.