Run because cardiac health and general fitness are important. Manage calorie intake if your only goal is weight loss

+1 - Exercise gives the benefit of calories expended for weight loss, but it really isn't enough to matter for the average person. Exercise is great for improving your cardiovascular function, your muscles, your neurological pathways (could be butchering the terminology) for those movements, and it often leads you towards other good things, like spending time with others and getting outside.