The key phrase there is "burned themselves out."
If you enjoy longer exercise, by all means, stick with it. The study simply found that people who jump in too far too fast tend to give up.
You often see people here who sign up and day 1 commit to 1200 calories/day and 60 minutes of exercise 6 or 7 days a week. Commendable, yes, but also a recipe for frustration, burnout, and/or injury for many people.
Do what feels good. Take baby steps if necessary, but if you are enjoying it, "run with it." (sorry, couldn't help myself