What's so good about regular exercise? Apart from the well-known and significant cardiovascular benefits, regular exercise helps you maintain, strengthen, and continually upgrade your store and supply of connective tissue - muscle and bone.
Weight-bearing exercise is the key. One of the primary structural purposes of bone is load-bearing. Your long bones are designed to support the weight of your body and carry that weight around in three-dimensional space. Your skeletal muscles (voluntary muscle) support the functions of bone. Muscles are the tissues that move bones and joints. The bones passively bear the loads and the muscles actively move around those weight-bearing loads.
But your body is very smart. If you're not doing enough physical work your body will begin to break down muscle and bone tissue and use those biochemical components elsewhere, where the need is greater. In order to maintain the optimal health of your muscles and bones, you need to do sufficient exercise - regularly and ongoingly.