I think the point was is that when the fat is removed from milk, it is not only fat that is removed, but also compounds that readily dissolve in fat.

This means that any effects seen could be due to the additional compounds as well as the fats that have been removed. I am not sure it is possible to distinguish what is the major cause for the effects seen.

Thank you, that line of reasoning makes sense.

Not necessarily a substance already dissolved in the milk fat, but also potentially a substance already in other food or in the body itself that could be dissolved in the milk fat. A different kind of milk is going to have a different absorption profile, which could have interesting metabolic effects. While it's a bit counterintuitive that a higher-fat drink would be correlated to lower body fat, the body is a chaotic enough system that it's not entirely surprising.