Yes, there are many studies showing correlation, and a few preliminary ones hinting at a causal link (like https://www.nature.com/articles/nrc2325 ), but it's tricky because you can't pick 1,000 cancer patients and randomly assign them into exercise/no-exercise groups, especially not without their knowing which group they're in.

So to some (unknown) degree, the studies are simply showing that people who have good-enough health to exercise frequently also have good-enough health to fight cancer more-effectively, which isn't surprising. But since heart disease, bone-density and muscle loss, and diabetes are all common side-effects of long-term hormone therapy, it makes a lot of sense for those of us with advanced prostate cancer to exercise within our abilities *regardless* of whether it turns out that it actually reduces the risk of further metastases.