Exercise has to do with redistributing body weight from fat to muscle, which is difficult enough. The only way that exercise commonly affects weight is by water loss from sweat. And the overwhelming majority of the posts in this thread are actually concerned with converting body fat, not reducing body weight.
I was under the impression that burning fat (turning it into energy) and building muscle are two separate things.
Certainly all the rowing and walking I do has never helped me build muscle (it did help me lose weight though, not that I had a great deal to lose), building muscle didn't happen until I started to lift weights, and increase the amount of weight I was lifting incrementally, and I didn't need any fat to convert to achieve that.