http://www.ausfoodnews.com.au/2011/04/08/coffee-and-fast-foo...
The key thing here is that we've been putting caffeine alongside saturated fat for quite a while - coffee and chocolate or pastries, burger/fries/soda, etc. Although one of these meals screws up our blood sugar for about 1/4th of the day, apparently that wasn't enough to make us fat by itself.
Then in the last 30-40 years we have the trend towards increased use of sweeteners and soft drink consumption, whose effect will be magnified among anyone consuming the sat-fat/caffeine combo. But low-carb diets work because the "sugar drink" of the study, given six hours later, never appears. In fact, low-carb diets will (from the dieter's perspective) reinforce their apparent effectiveness, as going off any fat-heavy diet will have exaggerated effects.