I find the same thing, despite the fact I get outside as much as I can in the winter; hiking, snow shoeing, x country skiing. This is in addition to yoga, spinning/trainer. This year, I began running in January. Sometimes inside, sometimes out. My weight still went up.
When I first started cycling, I had a hard time keeping my weight up. Now it seems I gain after a ride. I am really watching what I drink/eat on the bike, but on long or hilly rides, I need more than water and sometimes only carbs make me feel better. I am trying to pre-hydrate and that helps.
Right now, I am adjusting to my "season" fitness routine. I am hoping that the addition of running 2-3x a week will keep the weight down. I also just have to watch what I eat a lot more. If I forgo the wine a couple of times week and watch the carbs (even whole wheat) I am fine. But sometimes, it gets me crazy. I know I am still thin and in an OK weight range, but what if I didn't exercise like I do? I have overweight people on both sides of my family; if I didn't work out like I do, I would gain in a minute.