They get stuck, so fail to exercise properly. They can still do the first two forms of exercise mentioned by Krystal, but if you spot them stuck when doing the third, rescue them and give them another dose of stew to try again or simply drop them on a hut to fix it.
I find they will still gain skills by "fixing" huts, although slowly. They tend to take long breaks for enjoying the pond, bathing their feet, enjoying the beach, etc.
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To err is human; to arr is pirate.