Because you're not eating enough? You can eat only McDonalds and still lose weight if you're eating below your daily resting calories. Your body composition will probably change for the worse though.
Likewise the person who struggles to lose weight with diet and exercise is very likely eating more than they think they're eating (or opting for healthy options that aren't actually healthy, like salad covered in 600 calories of ranch dressing)
Likewise the person who struggles to lose weight with diet and exercise is very likely eating more than they think they're eating (or opting for healthy options that aren't actually healthy, like salad covered in 600 calories of ranch dressing)