It isn't futile but it's not the way to lose weight. The human metabolism doesn't really work with exercise, We're not fast predators, we don't chase after pray and run them down. We throw a spare at it, and then let it limp away, then we track it for 4 days until it gives up. We are persistence hunters. That doesn't use a lot of calories up so running on a treadmill for 30 minutes, while obviously it will burn off some fat, won't burn off as much as it would for something like a cat metabolism.

If you want to build up muscle, or resilience, or rehabilitate a weakened muscle, exercises is fantastic. But most people don't want to do any of those things, most people want to be thinner, so gyms advertise themselves as weight loss programs. Which they're not.