It can be the kidneys. With Filou we are in the same situation: his renal failure is now diagnosed since 4 years and in the last year we only fed partly k/d. Our vet says that they shouldn't lose weight (and Filou is at only 6,5 lb) because while losing weight they digest their own protein which is just as bad as eating protein. So she says Filou should eat whatever he wants. He eats a lot now- and doesn't gain weight but I am glad to say he didn't lose any since Christmas when he was really in bad shape. He even gained half a lb.
I try to give him fatty treats as often as possible.
I do not know why they seem to use more calories whith these kidney problems but it is the case.