If I remember correctly it’s related to both income and education, broadly being the more educated/rich you are the less fat you tend to be.
I'm sure that's part of it, but it seems too simple of an explanation.
There are certainly cultural and diet elements. Look at Trump. He's supposedly rich off of OPM, but is he's a cultural champion and defender of fast food and poor diet habits. Yet vegetarianism, healthy food and lifestyle are generally "liberal" causes.
Keto and hypermasculine weight training may be the exception, but it's not really a strongly followed lifestyle....
Additionally, why are conservatives so anti-environment?
Yet you see when you see CO, lowest in the fat rankings, love of nature and outdoor active lifestyles are a key part of the culture.
This last point I always found odd considering the number of hunters and fishermen that are conservative, but then hand waive away concerns about the natural environment.
Very generally, conservativism embraces self-destructive lifestyles, and it shows in the data. (Masks only the latest front)