It's a compliment and an insult in one: saying "But you're not fat (at all)!" to a person who's just confessed he/she's trying to lose weight. On the one hand, you feel flattered: 'I don't look as fat as I think I do.' But on the other hand, the person giving you this 'compliment' is insulting your self-image. As if they know you better than you know yourself.
And true, I have memories of trying to convince friends who were already skinny in my eyes that their weight was perfectly fine and healthy. In some cases I might be right, in others... well, let's just say that being overweight yourself slightly colours your opinion of a healthy weight, especially if it concerns friends. In all honesty, you really don't want to see a friend who is skinnier than you lose any weight. Because frankly, then you have to face the fact that if your friend needed to lose weight, then you definitly need to.
"You can't just stop eating. You sure you don't want a (fill in food of choice)?" These two sentences are often used with each other, though they're not mutually exclusive. Not eating some foods isn't the same as eating no food at all, which is, obviously, unhealthy. And this a insulting compliment in a way, because they compliment your self-restrain, while damning and undermining it in the same breath. People telling other people they're dieting the wrong way is just plain annoying, mostly because they don't even wait to listen to your complete diet, before burning your campaign plan to the ground. Claiming that you've chosen the wrong diet, the wrong health app, the wrong time of the year.
Worst of all are the people who say that you shouldn't diet at all ("You're doing well now, but eventually you'll fall back to old habits."), but change your lifestyle. Well, maybe I need a diet to break through my old unhealthy habits before I can build up a healthy lifestyle. Maybe that's the best way for me.
I can add another insulting compliment to the list, now I've started a DietBet. "You're betting money on losing weight? That's... brave." Thanks, mate. But you just watch and see.