Does exercising consistently lower the chance of getting cancer?

Recently, I saw a scene featuring the couple Jin Tae-hyun and Park Si-eun on the show *Same Bed, Different Dreams*.

Scenes of Jin Tae-hyun battling thyroid cancer were aired on TV.
I couldn't believe it when someone who usually runs so hard said they were sick.

Wouldn't the more you exercise, the lower the chance of getting cancer?

Or is cancer unrelated to exercise?