I often question this. It is something I really don't understand.
Gads, up until a few years ago, I was doing 4000-6000 cals most days. Other days, I was doing four shots of vodka and nothing else. I'm real thin, generally muscular, great health. Great health (to repeat) and quite capable of 20 mile hikes with a 40-70 pound backpack (absolutely no f' joke), at a very fast pace.
I still don't grasp this.