There are two takeaways from this study.  First, being inactive really is deadly, and second, there is no risk associated with the levels of exercise we engage in.  In fact, health benefits continue to increase the more you exercise:

>There does not appear to be an upper limit of aerobic fitness above which a survival benefit is no longer observed. These results are in concordance with previous observational studies35-38 of highly active cohorts and other large, longitudinal studies4,6 of CRF and mortality but are notably discrepant from population-based studies24-26 of physical activity and exercise. This difference may reflect the objective measurement of physical fitness in the present study, as opposed to self-reported activity levels, which have been a major limitation of prior studies.