Well, I wouldn't internalize it so much or take it personally... ya know?
Just take it with a grain of salt and keep in mind what THEY think is healthy... or what looks right... and it's probably someone who is 10-20 pounds overweight.
Did you know that America is now ranked as the country with the most obese people in it? That means, that what we look at... on a daily basis.. are people who are obese... not healthy and fit. So, we get a mental image of what "normal" people look like... which isn't so normal.
My family said the same thing when I saw them this Christmas, "Oh, you are so boney". I'm 5'4" and 125 pounds. I'm not too thin. I'm just right. I made sure to point out to them that I have MUSCLE on me and that I am healthy. This isn't a body of skin and bones.. it's a strong, muscular body. Something my Mom has never seen in her lifetime... and my Dad really hasn't been around fit women in his lifetime either.
Keep in mind too, that for a lot of us.. our parents grew up in a time where gyms were not the norm and neither was working out 4-7 days a week.
So... anyhoo... it's all about YOU feeling good about YOURSELF and feeling good in your skin... Right? Your family means well, but you just have to shrug them off.
"Life is not a journey to the grave with the intention of arriving safely in a pretty and well preserved body, but rather, to skid in broadside thoroughly used-up, totally worn out, and loudly proclaiming: WOW WHAT A RIDE!!!!"