Cardio is good for your heart and your lungs. Cardio does burn more calories in the moment than anaerobic exercise does, but honestly neither of them is especially great at burning calories. There’s really not any activity that is terribly efficient at using up calories. It’s much easier to eat a lot of calories than spend a lot. Roughly 75% of the calories you burn each day are burnt at rest simply by your metabolism keeping you alive. That’s why in the longer term, anaerobic training will help you lose more weight than cardio, since you build muscle (which metabolizes more calories than fat) and it works for you 24/7.