This again? There is a group of cardiology researchers, led by James O'Keefe, who make this claim again and again and again.
But every time, every single time, they include all the mechanisms by which we would expect running to benefit people, such as blood pressure, heart rate, BMI, etc., in their list of statistical controls.
They say that if we control for all the benefits of running, then running has no additional benefits.
There's no link to this particular study contained in that article, and I don't have time to hunt it down right now, but if they too controlled away all the mechanisms of the relationship between exercise and health, then it would be no surprise that they found no benefits.