I don't suggest this applies to you, but even a small amount of searching around and reading stuff on the web will reveal a substantial subgroup of outright thermodynamics deniers.
I’m familiar with people who believe that there are details of how a body metabolizes fuel , expends energy, and generally operates that escape analysis focused on fuel volume and physical activity. I am familiar with people who characterize this as denial of the laws of thermodynamics, but I am not familiar with anyone who seems to believe that there are situations in which the laws of thermodynamics are outright suspended.
I've heard people say this before, but when reading those arguments it mostly turns out to be people who think there's something more complicated going on with digestion, excretion, or metabolism such that eaten calories are more efficiently used for some, and burned off or passed through without full processing to some degree for people who self-reportedly "can't gain weight".
There have been studies on ababolics, synthetic testosterone, that demonstrate this. Taking steroids and doing absolutely nothing leads to more fat loss and more muscle gain than not taking steroids and working out. Which... yeah duh.
But people will still deny this, because of the implications. We all have different baselines, and nobody likes to hear that they got lucky in some ways. Everyone wants to believe the world and human condition is perfectly fair, so they feel that they deserve what they have.