[NickM]

But if someone "works out heavily and supplements," that should show up in self reported physical activity, and indirectly in BMI.

Well, not to nitpick, but people with high muscle mass can easily end up with an "obese" BMI even if they have very low body fat. And it also doesn't take very many hours of working out per week to get jacked if you're doing heavy weightlifting and supplementing.

No idea if such people are common enough to skew the results of this study significantly, but it still makes me wonder a bit.

[dogma1138]

Even body builders will have a hard time of getting to obese levels of BMI most of them are in the “overweight” range usually around 26-27.

And no people like this aren’t common at all.

[ska]

Sure, some (not a huge fraction, I'm guessing single digit percentage) of very physically active people are poorly modeled by BMI but it shouldn't matter if they are explictly handling these covariates.

It's more an issue if there is something they haven't accounted for, as they point out.