Yes they do. Ever consider this possibility?
Your body is immensely complex, can rid itself of toxins, pathogens, and other invaders ... but is not able to discard excess calories it doesn't need? To the point of making you sick and immobile?
That makes sense to you? That our body doesn't have a regulation mechanism?
Or perhaps it's more likely that it works in some people and is broken in others. Yes, starving yourself will always work. So will increasing exertion. But so will fixing that regulation mechanism. Just because we don't know how is hardly enough reason to discard the possibility.