Why stress causes people to overeat
health.harvard.edu
health.harvard.edu
As close as it comes is "people who responded to stress with high cortisol levels in an experimental setting were more likely to snack in response to daily hassles in their regular lives than low-cortisol responders"
So there's a statistical association between high cortisol responses and snacking in response to stress. That is not "why", it's a correlation, and meaningless to an ordinary person.
In that case it would the same response would also apply to skinny people, but the article says that this isn't the case. Also it says it's more common for women (to turn to food for stress), whereas men turn to alcohol and smoking and such, which would also not be explained by an primitive innate response.