John Cawley blames discrimination:
[T]he obesity wage penalty exists even in countries with national health insurance, so lower wages cannot be solely the result of employers' reaction to higher costs in the health insurance plans they sponsor. Second, there is a negative relationship between weight and wages for women even at weights that are too low to be associated with worse health. Third, experiments have found that obese individuals are less likely than healthy-weight individuals with identical credentials to receive job interviews and positive performance reviews.
The Dish 