Presumably (and I'm partially speculating here, since it's not my expertise) because all of the neurotransmitters, hormones, etc. pay heed to the same laws of thermodynamics that everything else does.

Your genes may influence how many calories you burn, the foods you eat may influence how full you feel, your hormones may influence where fat develops and disappears -- but thermodynamics require that if you expend more energy than you take in, the difference will have to come from somewhere, and that's ultimately how weight loss works.