Bah! Correlation does not imply causation. I can't believe I'm the first to see this.
The most parsimonious explanation I see is that the socioeconomic sets that have the lowest levels of obesity also have the highest percentage of people able to afford regular marijuana use, financially, time-wise, and in terms of its effect on their job performance and social standing. Take US college students. They're likelier to be skinny than the general US population, because they're statistically younger, healthier, more active, and have access to more resources. They're also more likely to smoke marijuana, because they have, on the average, more time and money at their disposal, fewer big life responsibilities, and a social setting that is more open to drug use and to some extent shields them from harsh legal and social repercussions.
Control for a whole bunch of confounding factors, among them income, age, urbanicity, and level of education, and then run the study again. I bet the effect disappears.
A common epidemiological misperception is that drug use (especially marijuana) is more common among the poor, which people connect in their minds with poor people working less and having more time to sit around and get fat. It's true that in wealthy countries obesity correlates positively with poverty. But that's because carbohydrates and mediocre fats are so cheap that anyone can afford them, while foods high in good fats and protein are not cheap. Also, most poor people in in the industrialized world are anything but lazy -- most spend the lion's share of their time and energy toiling away at menial jobs, where they're very replaceable and therefore can afford no slip-ups in their performance. Then there's the fact that the poor are more likely to belong to social groups with more traditional and more black-and-white social mores, coupled with [nay, driven by?] a compensatory desire to look and act as respectable as possible. I see a bottom rung of society full of people too broke, too tired, and with too much at stake to take up toking. There are of course exceptions. But this fits the major trend I've seen taking care of both the urban and rural poor of the US.
FWIW, The working class in the US is the only population where I've commonly seen people who smoke cigarettes heavily, but never touch alcohol or other drugs.
The patients I've had who've been most likely to admit to marijuana use have been young adults, male, childless, and well employed -- for some reason a lot of them I've encountered have worked in IT.
All this being said, I must admit two things:
1. The only times I've been able to put on weight were the months-long periods I wasn't smoking marijuana.
2. Cannabinoid receptors are on a lot of tissues besides the brain. An as-yet unknown (but probably subtle) endocrine or metabolic effect of this drug class is hardly outside the realm of possibility.