you would have a point. But it is not.
There is no such thing as "conservation of mass". If that were the case, E = mc^2 would not be true. There is conservation of energy. If you don't realize that your statements about "excess calories ... resulting in excess fat build up" are a huge oversimplification, then I really don't have any more time left to waste arguing with you. The rate at which different people's bodies use energy to complete a given task is not always the same. Different people don't have the same metabolism rate, and even in one person, the metabolism rate can change depending on what drugs they may be taking and what hormonal conditions they may have.
Some things have indeed been scientifically proven. If nothing were scientifically provable, science would never have been able to advance very far. Try getting an article published in a peer-reviewed journal that argues that Einstein's special theory of relativity is wrong. Or that the Dirac equation is wrong. Or that Newton was wrong in the large-and-slow domain. Or even that the Higgs boson doesn't exist. Just try. Or go to any physicist and tell them that Maxwell's equations have not been "proven" and see if you don't get laughed out of the room.
Congratulations, by the way, on dismissing my scientific credentials. Trump would be proud of you. Because, after all, what good is a Ph.D. in physics? A person who doesn't have it is completely justified in accusing that person of not understanding science. 
Your post has indeed led me to find that there is a very recent study that purports to have disproven the "obesity paradox". Even that study shows that the increased mortality as a result of being overweight is slight. In any case, this is just one study that purposefully set out to disprove the "obesity paradox" and needs to be replicated. It has not, for example, controlled for yo-yo dieting. We will see. Here is another recent study, by the way, that supports the "obesity paradox":
http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0171334
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