Not true, on two counts:
- one, your body may crave more food because of the energy loss - the Lipostat model suggests that your body has a target weight (well, fat level, more precisley), and will adjust hunger up if calory expenditure goes up
- your internal processes use way more energy than you can consume through exercise in a modern lifestyle (2000+ calories a day just from sitting still, for many adult males), and there is a lot of room for the body to adjust those up and down to make up for the extra exercise to keep up your current weight. So if you consume 2000 Cal a day with 0 Cal from exercise, with moderate exercise you will end up conauming 1600 Cal a day from internal processes + 400 Cal a day from exercise after some time (a one time run will absolutely consume extra, if your run every day, you'll get less and less extra Cal from your runs, until you reach about net 0, assuming you're not increasing the amount of exercise constantly).