Because our bodies and our brains evolved to chase mastodons, forage berries and sleep when the sun was down.
Now we sit at desks and/or behind steering wheels all day, are up half the night and are surrounded by pervasive advertising and carb-dense foods. We weren't built for the kind of stress a modern lifestyle places on us.
A lot of it comes down to willpower, which recent research is suggesting is kind of like a mental battery. We literally have a finite amount of willpower for the day. You sleep and it recharges. Every single thing we don't want to do during the day from 8 hours in an office to an hour commuting, turning down tempting food, ignoring advertising of tempting food, fitting in a gym visit on top of a full work day... It's all draining that battery. Mr Caveman just had to throw the odd spear and pick some berries. The brain was also wired light up and treat sweet. sugary foods like it does because in nature they're rare. It was a survival mechanism.
That's not even getting into things like lifestyle fucking over your metabolism to a point where even if you lose the weight, you'll have to work 5 times harder at the gym than a traditionally thin person to keep it off.
I lost 60kg a few years ago. That's over 130lbs. 4 days a week I was at the gym over an hour a day. The I tripped and busted my ankle in a gutter, that turned into a chronic pain issue and I literally couldn't walk for 4 years. I didn't suddenly start eating McDonalds every day but still, slowly and surely even my very reasonable diet caused me to pack the weight back on... Because I couldn't do any real exercise A few years later I lost another 40kg. Then I herniated one of my lower discs in my spine. Same thing happened. Weight came back.
Losing weight is bloody hard. I'll also cut people off at the pass: I've been on another weight loss train. 35kg down and still going. Third time. I'll keep it up as long as it bloody takes.