The closest they came to testing that hypothesis was to conduct surveys across residents of various countries, and it turns out the "laziest" countries are not the obesity leaders (although arguably laziness here is self-reported)

http://www.telegraph.co.uk/news/health/news/9405918/British-...

I don't know if anyone has good data on the amount of walking per capita per country. Maybe FitBit would have decent stats, but then their userbase is a bit self-selecting.