[dnackoul]

Because muscles take energy to power and fat is storage. In the non-modern world where food was scarcer it wasn't always advantageous to increase in muscle size and therefore caloric needs. Better to carry some fat around in case you don't find food for a while.

[Aron]

I agree that this is the shape of the answer, but I think that fat being preferential to muscle as a calorie store leaves not a lot of room to believe that muscle had substantial other advantages to health. Now of course, it might not be having the muscle that is healthful, but the activities involved in creating it.