My entire life I have been underweight and also ridiculously hooked on caffeine. At work I would easily go through 5-8 cups of coffee in a day.
I quit caffeine to become a parent a few years ago and suddenly I am able to put on fat and muscle so much easier.
I think the fact that 95% of our society consumes one of the best weight loss drugs (caffeine) anyway really skews a substantial portion of the data.