Almost everything you do has an effect on DNA histone methylation, acetylation and other histone modifications. In order for the transcriptional complexes required for gene activation and transcription to gain access to DNA segments for copying (making messenger RNA) the histone complexes that protect DNA from damage must be opened up. So exercise, hormones, fasting, and even drinking alcohol will result in epigenetic DNA histone modifications associated with gene transcription. This has been known for many years now. It is not even slightly surprising that exercise would result in gene transcription, which requires histone modification. This is not "changing your DNA", it is modifying the proteins that protect DNA from damage (histones).