The quality of our physical home adds nothing to our worth before God.
But we are commanded not to abuse it with food, drink and sexual excess.
I'm not going to argue over the benefits of physical exercise. Engaging in it regularly enhances my ability to be of service, improves my mental outlook, and gives me more energy to be the best human I can be.
But, no, God does not demand that we exercise or engage in sports. They are both morally neutral.