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It is not incorrect because it does not claim that it can't make you thin.

All it claims is that inside the article is an explanation of why exercise will not make you thin. Which there is. Even if you disagree with it, there is still one. Even if it was "because exercise has 8 characters and words with 8 characters are bad" it would still be an accurate title.

It's not a lie or a blatant lie.