Men and women differ in their response to exercise.
That is, men who add on exercise are likely to lose more
weight than do women. In one study with previously sedentary,
normal weight men and women who participated in an
18-month marathon training program, the men increased
their intake by about 500 calories per day; the women
increased by only 60 calories –– despite having added on 50
miles per week of running. The men lost about 5 pounds of
fat; the women none (Int'l J Sports Med, Vol 10 (S1),1989).
Similarly, other studies suggest normal weight women fail
to lose fat when they add on exercise.
Lean female athletes, in particular, struggle harder than
do males to lose body fat and maintain an even leaner
physique. In terms of evolution, nature wants women to
have fat and be fertile; men are supposed to be lean hunters.