Then how does ozempic, whose primary mechanism of action is to decrease appetite, work for obese people?

Yes, your body will compensate somewhat for caloric deficit, and yes, when you gain enough fat mass your adipocytes will divide, creating more/stronger hunger signals that encourage weight gain moreso than someone who was never obese.

But your body is not magic. If you feed it a sufficiently low amount of calories, it has to break down energy stores, e.g. fat, to make up the difference in energy requirements.