I know a lot of people are going to talk about CoE. After all, that's the driving equation here. It is absolutely correct, but can we not glean more insight into the problem?
IWAHTE (I Was A Heat Transfer Engineer), so my guess is that what's going on is that people spend the vast majority of their calories maintaining body temperature. If you eat less, your body's first reaction might well be to reduce skin temperature, maintaining core temperature. This theory links the fact that women eat less then men by 20% with the observation that women are complain about being cold earlier than men. Less calories burnt to keep skin temperature high.
In the case of someone who is overweight, they have an additional layer of blubber (yes, basement /. denizens, you are coated in blubber) that insulates them and maintains their core temperature for free. Maybe there's a hysteresis? First the body weight comes down, then the body learns it can waste excess heat maintaining skin temperature, and then, and only then, the body is free to consume additional calories.
Now, I don't do human anatomy, so a doctor would have to chime in and confirm just how much of the body's caloric consumption is lost to heat, vs. other bodily functions.
A personal example: on an average day, I eat some 3500 calories. But I am athletic, and only weigh 70, so this is a "good" 3500 kCal. What I notice is that my skin temperature is always warm, especially compared to women. In fact, I am very comfortable when the temperature is around 15deg inside. I go outside on a 5deg day in nothing more than a sweater and a top hat. I routinely mock my friends who wear a sweater, coat, and scarf when I'm sitting around in short sleeves. Certainly, my body is horribly inefficient, and if society falls in some sort of catastrophe, I will certainly be one of the first to starve (if my 20/800 eyesight doesn't make me walk off a cliff first). However, in a society that has mass amounts of overconsumption, it seems to fit me just fine.
A second personal example: I dated a German doctor who as a 16-year-old doing a year-abroad in Minnesota, had been anorexic. After she came back, she put on a lot of weight: obviously her body reacting to the extreme abuse she had given it. Now as a 25-year-old, she was in the Bundeswehr (German army), and this girl could RUN. She ran marathons. She ran 2 hours with 25kg of weight attached to her. And yet she was always, always overweight by 8kg or so vs. her pre-American anorexia bout. Not a lot, but she was... pudgy. She'd been to doctors, etc, and could do nothing to get her weight down. I lived with her for a while, I can guarantee she ate nothing but healthy food, and only somewhere around 1600-1800kCal/day. However, she liked her rooms warm.
So I am less physically active, yet consume twice as much. The only thing that can explain this is that physical activity just doesn't use that many calories, not compared to maintaing body temperature. Since I go outside without a coat, I burn more calories than she does to maintain the same core temperature.
My two cents, but I certainly welcome other /.er ideas, though.