Fat that makes you thin

I imagine that it's useful as part of your thermoregulation if your climate is cold.

Cold muscles don't work as well, so your reaction time from "sleep to fight" would be improved I guess.

As calories have become more plentiful, the selection pressure against the waste has decreased, allowing something which is selected-for with babies to persist into adulthood.

If we were still hunting for our food in the woods that wouldn't be an advantage and that may explain why in the cause of evolution, getting rid of brown fat with growing age, was a fitness criteria. In our "developed world" however, there is such a large availability of calories, that some people get more than enough. For those, being able to burn more, would be an advantage. Unless they are planning to go on a polar expedition anytime soon :)

I agree with your general sentiment though. Whether you could burn 500 calories more or eat 500 calories less isn't much of a difference. However, a drug that makes you burn 500 more calories and allows you to enjoy more eating is probably something that you can sell to a lot of people. Telling them to get their act together and eat right isn't that easily translated into profit.