Exercise modulates hunger (generally, cardio increases perceived hunger while resistance training actually blunts it for a time). But people putting in work at the gym are already in a health conscious mindset and will apply that to their food choices, even if they aren't on an explicit diet plan. If you just left a gallon of sweat on the treadmill you're probably not gonna buy a pizza or McDonald's burger in the way home. It just feels like an obvious step backwards in the moment.

Meanwhile, being in a stressed state that reduces executive function is going to lead people to the quick, easy, hyper palatable, high energy density, unhealthy food options available.