I'd put it in the same category as the ones who roll their eyes whenever I answer someone ELSE'S question about my diet, when they have as much ore more to lose than I, but aren't doing anything about it.... their own issues.

I guess I'd just deliberately ignore their "don't lose more" statement and act as if it's a pure compliment. That way, if they meant it as a compliment, fine. If not, they'll know you aren't playing their game, or are playing it better!