You're focusing on the last sentence and ignoring the first.  You can't be proud of something you didn't achieve  He's telling her, in more polite terms, that you can't just wish the pounds away, you have to get off your fat ass and work for it. And actually, looking more at the second sentence it seems he was insulting her there too. In her request she said self-defeatingly that "I'll never be thin". She's obviously not happy with the way she is, but like a typical fatty lacks the willpower to change. But then he goes and says "If you're healthy and happy the way you are, why change?". He's not spouting HAES bullshit, he's mocking her because she's too lazy to lose the pounds.