There is a reason why aerobics will burn more calories than weight lifting, cross country skiing will burn more calories than downhill skiing, and swimming will burn more calories than yoga.
If you ever watch or take part in an aerobics class of any type, you will soon realize that most every body part is addressed at some time in the session. Also the tendency in these classes is to never really stop moving and nothing will burn calories faster than constant motion. Now if you compare that with doing a strength training session over in the weight room it's easy to see the profound difference in the two activities. With weight training you are only targeting one part of the body at a time and besides that the repeats will most likely be slow and methodical with a rest between each set. That workout formula does not really result in a high rate of calories being burned. It simply is not aerobic enough.
A cross country skier will burn probably twice the calories of a downhill skier. Just look at the difference in aerobic activity. The cross country skier is going through almost a total body workout. His arms, legs, back, shoulders, and most of all, his cardiovascular system are all being called on with every single slide down the track in the snow. On the other hand the downhill skier glides through most of his run down the hill and is pretty well inactive for half the day because of the time spent sitting in a chair-lift or down at the bar in the Chalet.
There are many fitness purists who love swimming who consider their activity of choice the best overall exercise you can possibly do. Actually, they may be very close to being right about that. Much like cross-country skiing and aerobics, a swimmer will be calling on many muscle groups, joints, ligaments, and most of all his cardiovascular system to propel himself from one end of the pool to the other. Swimming has the advantage off all the other activities listed of being totally without impact as well. In my mind it probably makes it the perfect calorie-burning exercise.
Most of all swimming is one activity that is suitable for the very young and the very old as well as every age-group in between.
At the same time there are certainly positive fitness gains to be made from strength training, downhill skiing, and yoga. It's just that these particular activity choices would not be the highest on the list for burning calories. Certainly they are not as high on the list as the ones I mentioned that require more movement and incorporate a more "total" and constant demand on so many parts of the body.