It's true, but not in the way that they present it.  If you run 5 miles everyday, it may burn 500 kcal at first.  After a year of running, even at the exact same weight, that run may only burn 450.  This is actually a large part of what endurance training is, allowing the body to work MORE efficiently at a given activity, by burning less fuel.  But 99% of people will never exercise for anything other than weight loss so I guess they shouldn't write about it.