"For bodily exercise profiteth little: but godliness is profitable unto all things, having promise of the life that now is, and of the which is to come." 1 Timothy 4:8
While bodily exercise is good and beneficial, it does have its' limits, but training in holy living provides benefits without limitations.
Our relationship with God will not just bless us on this side of heaven, but will be with us throughout all eternity.