They mean that the subject has tried many things, to the point of frustration.
Unless we accept that losing weight is the highest possible priority, then it will necessarily be balanced against other priorities. These will be generally inconsistently pursued, because people are not rational.
In part, people who are calling for acceptance of a wider range of body weights are arguing that there is too high a priority placed on a person's weight.
Thank you for that eloquent retort. Though I've been on both sides of a pedant's argument (often the wrong side), it's helpful to set the context that a conversation is happening in. Some folks will grab onto anything if it allows them to say, "I'm right, and you're wrong!"
I really shouldn't engage in these sort of back and forths, but sometimes I just can't resist...