I an across a study with this conclusion, that points to improved aerobic fitness as the main driver in this intervention for insulin sensitivity. The second was an odd thing I ran across in the same search.
CONCLUSIONS —Current clinical dietary and exercise recommendations, even when vigorously implemented, did not significantly improve insulin sensitivity; however, a more intensive program did. Improved aerobic fitness appeared to be the major difference between the two intervention groups, although weight loss and diet composition may have also played an important role in determining insulin sensitivity.