As of 2008 (the latest time The International Journal of Obesity has free archive articles) there is a general contention that the body attempts to conserve volume of fat tissue and this is why we regain the we were lose after whatever program we chose. In reality the journal readily admits this is all only partially understood (so much for all the pseudo-advice in popular press and by most nutritionists), but here is the model as it is understood in 2008:
This article, which is really outlining ideas for future directions in research shows this cycle and claims: [Emphasis mine]
After stabilized weight reduction, there is a reduction in adipocyte size and circulating levels of leptin. Increases in ghrelin and reductions in glucagon-like peptide 1 (GLP-1) stimulate signals in the brain to increase energy intake. With maintenance of weight reduction, increased insulin sensitivity results in decreased lipolysis of triglyceride stores and free fatty acids (FFA) in adipose tissue, increased insulin-mediated glucose uptake and storage in adipose tissue and skeletal muscle and reduced hepatic glucose production. The reduced synthesis and secretion of very-low density lipoprotein (VLDL) cholesterol by the liver and the reduced uptake from triglyceride (TG)-rich lipoproteins secondary to relative decreases in skeletal-muscle lipoprotein lipase (LPL) also contribute to reduced lipid uptake and metabolism in skeletal muscle. The increased action of insulin in adipose tissue results in increased adipose-tissue LPL. Overall, excess fat calories are more likely to be partitioned in adipose tissue for storage than to be oxidized in skeletal muscle.
In short, once we got all that fat (the actual quantity stored in each adipocytes not the number of adipocytes) our body wants it back and will fight to get it back.