There most certainly is a correlation between intelligence and health.
There is a correlation between health and BMI.
Long compelling stories about indiviual fat people who can swim fast or are very bright don't change the basic trends that are identied population wide.
Is there a correlation between intelligence and BMI? I don't know, and quite frankly, I don't see anyone here with the tools to suss that out. There is a reason that the people constructing, conducting and analyzing studies spend years on statistics, how to compensate for the various problems/biases/blind spots that can occur in studies, to say nothing of their learning in their actual discpline.