If drinking protein shakes, must you work out longer to create a calorie deficit to lose body fat?

A calorie deficit helps a person lose weight, but then is it recommended to also gain muscle mass? When lifting, I drink two protein shakes per day plus meals which can total well over 2000 calories each day. If my BMR is 1550 cal per day, wouldn't I actually gain body fat than lose it, even with exercise? Does this mean I have to simply work out longer to create a calorie deficit?