Those studies never 'control for those'. What they do is a crude statistical approximation (sometimes extremely crude - eg most studies will 'control for education' by counting up 'years', which equates 4 years at Caltech with 4 years in community college), and hope that not too much leaks through as "residual confounding" (https://journals.plos.org/plosone/article?id=10.1371/journal...). Unfortunately, because everything is correlated, there's residual confounding everywhere. This is why every time someone does a Scandinavian population registry study and compares eg siblings within the same family, often the correlation just disappears then and there.
It's 100% unsurprising that this is true of fitness too. This is what always happens. You look at something like a corporate health fitness plan and you find some correlate even after you 'control for' SES, prior health record etc etc; wonderful! Then you do a randomized experiment and it turns out that the residual confounding was still larger than any causal effect which might be there: https://gwern.net/doc/statistics/causality/2022-wallace.pdf Ah well. Maybe next time you'll manage to 'control for' the confounders...
It's 100% unsurprising that this is true of fitness too. This is what always happens. You look at something like a corporate health fitness plan and you find some correlate even after you 'control for' SES, prior health record etc etc; wonderful! Then you do a randomized experiment and it turns out that the residual confounding was still larger than any causal effect which might be there: https://gwern.net/doc/statistics/causality/2022-wallace.pdf Ah well. Maybe next time you'll manage to 'control for' the confounders...