BMI was developed by the insurance industry as a measure of risk. Higher BMI means higher likelihood of adverse health events. It’s a large count, statistical measure. For the broader population it’s by definition telling them it’s not healthy to be heavy.
Here’s the newer measures being developed (lancet link) for anyone interested:
https://www.thelancet.com/infographics-do/clinical-obesity-25
Here’s an article from AP, they seem to think the misclassification shuffle will about equal out: skinny-fat and athletic-yet-heavy trading places in the obese category.
New recommendations on how to define obesity would reduce the emphasis on body mass index and also take into account health problems from extra weight and other measurements.
apnews.com
Maybe you’re an exception. But it’s not common and more than a few people think they’re an exception to BMI. Body fat is a better measure.