I would translate this sentence as follows:

Не нужно объяснять, чем так хороша физическая активность зимой.

The benefits of exercising in the winter need no explanation / go without explaining / speak for themselves.

Чем, here, basicaly clarifies by virtue of what something or someone is [adjective]. In this example, in what way winter exercise is good; Wherein lie its benefits. Key here is the instrumental, which fundamentally delineates by what means an action is carried out, and, as an extension of that function here, in reference to an adjective, it delineates by virtue of what characteristic(s) someone or something personifies or manifests the quality or qualities expressed by said adjective.

I would translate this sentence as follows:

Не нужно объяснять, чем так хороша физическая активность зимой.

The benefits of exercising in the winter need no explanation / go without explaining / speak for themselves.

Чем, here, basicaly clarifies by virtue of what something or someone is [adjective]. In this example, in what way winter exercise is good; wherein lie its benefits. Key here is the instrumental, which fundamentally delineates by what means an action is carried out, and, as an extension of that function here, in reference to an adjective, it delineates by virtue of what characteristic(s) someone or something personifies or manifests the quality or qualities expressed by said adjective.

I would translate this sentence as follows:

Не нужно объяснять, чем так хороша физическая активность зимой.

The benefits of exercising in the winter need no explanation / go without explaining / speak for themselves.

Чем, here, basicaly clarifies by virtue of what something or someone is [adjective]. In this example, in what way winter exercise is good; Wherein lie its benefits.

I would translate this sentence as follows:

Не нужно объяснять, чем так хороша физическая активность зимой.

The benefits of exercising in the winter need no explanation / go without explaining / speak for themselves.

Чем, here, basicaly clarifies by virtue of what something or someone is [adjective]. In this example, in what way winter exercise is good; Wherein lie its benefits. Key here is the instrumental, which fundamentally delineates by what means an action is carried out, and, as an extension of that function here, in reference to an adjective, it delineates by virtue of what characteristic(s) someone or something personifies or manifests the quality or qualities expressed by said adjective.