We know we are not these bodies but we still have to maintain and keep our bodies fit as they are instruments to carry out the Lords service. We should not practice false renunciation and deny the needs of the body artificially thinking that we are on the highest platform of devotional service, if we do this our bodies will become unwell and we will not be able to maintain our service standard for the Lord and will instead need to rest and recover. We need to learn to maintain a balance of sleep, diet, and exercise according to our individual situation so that we can remain strong and healthy in the Lords service, and so we can fend off maya.
Srila Swami Maharaja Prabhupada often used to go for daily morning walks with his disciples to maintain his fitness, it was a good opportunity for him to have nice devotional conversations with his disciples.
We can exercise and engage in the Lords service at the same time. An example of this is we can use our bodies to clean the Lords Temple, we can also use our bodies to dance for the Lord in kirtan, then there is washing the Lord Pots or Harinam. The opportunities are endless. We do not have to make our exercise and devotional service seperate endeavours, we have been encouraged to make them one.
In the Bhagavad Gita Krishna instructs Arjuna..
"Whatever you do, whatever you eat, whatever you offer or give away, and whatever austerities you perform — do that, O son of Kuntī, as an offering to Me."
Bhagavad-gītā As It Is 9.27
If you exercise for Krishna your activities will no longer be considered on the material platform, they will be on the spiritual platform. Hence the result will be you will not accrue karma but will receive spiritual benefit instead.
Krishna says in the Bhagavad Gita...
"One who sees inaction in action, and action in inaction, is intelligent among men, and he is in the transcendental position, although engaged in all sorts of activities."
Bhagavad-gita As It Is 4.18
Srila Swami Maharaja Prabhupada elaborates on this below..
"A person acting in Krsna consciousness is naturally free from the bonds of karma. His activities are all performed for Krsna; therefore he does not enjoy or suffer any of the effects of work. Consequently he is intelligent in human society, even though he is engaged in all sorts of activities for Krsna. Akarma means without reaction to work. The impersonalist ceases fruitive activities out of fear, so that the resultant action may not be a stumbling block on the path of self-realization, but the personalist knows rightly his position as the eternal servitor of the Supreme Personality of Godhead. Therefore he engages himself in the activities of Krsna consciousness. Because everything is done for Krsna, he enjoys only transcendental happiness in the discharge of this service. Those who are engaged in this process are known to be without desire for personal sense gratification. The sense of eternal servitorship to Krsna makes one immune to all sorts of reactionary elements of work."
Bhagavad-gita As It Is 4.18, Purport.
When I first came to the Math I would sometimes do exercises as I had a lot of energy. Guru Mahåråja told me it wasn’t necessary to do exercises. He said if I took a shovel and worked in the garden I would get plenty of exercise. I planted many fruit trees—mango, guava, papaya, jackfruit, fig, chico and many banana trees. Then so many birds came and they are still there.
Religion Of The Heart by Srila Govinda Maharaja, page 85.