If I had to make my guess, it's because people try to accomplish all their weight loss through diet alone. They deprive themselves of food (which is energy), shed pounds, and their daily calorie requirements go down. As a result, they need to keep eating less and less to lose weight. Conversely, I've had the most success through diet, exercise (weights plus cardio), and keeping active. The synergy created by diet and exercise is a powerful one.