So I have not watched the video, but I have read the book Burn by herman pontzer. And it seems that the body makes up for it in other ways as described in other comments. But your body can and will burn more calories than your normal amount if you do lots of exercise.
The example used in the book is a study the author did where he tracked the calorie usage of people running across the US. They were burning a ton of calories every day (and eating a bunch too). And somehow over the course of this ultra marathon thing, people actually started burn less calories as their body adjusted to the load.
But yeah, do lots of exercise and you’ll feel tired and conserve energy. Do a ton of exercise and your body will burn lots of fat.