Don't conflate thin with healthy.
Yes, you could be thin and eat Bic Macs and fries every day, but you wouldn't be healthy.
All the exercise in the world won't lower your cholesterol levels. Nor will it give you the nutrients that a Big Mac and fries would be deficient in (I'm not knocking it; but it doesn't have everything the body needs over a long period of time, there's no way around that.) Eating that every day will also damage your teeth (even if you brush regularly), which also leads to health issues, believe it or not.
Yes, you can exercise to burn off the calories, but that's just the illusion that being thin = healthy.
Please don't take this to mean "being obese = healthy" (or "being obese = unhealthy"), as that is a different discussion altogether. But just because a person is of "ideal body weight", it does not automatically mean that they are healthy.
If you eat Big Macs and fries every day, I promise you, you are not going to be healthy.