I don't believe the research included underweight ill people, but normal and heavy. I can see what you are saying, but is there an illness that we know of which attacks people of normal weight, over heavier people?
I haven't read this latest study that you mention, ed34, but I believe similar findings have been obtained in previous research. The methodological problem in past studies was that the reason many of the thin subjects were thin was because they were ill. So the overweight subjects did better over time, simply because, as a group, they were healthier to start with. It will be interesting to see if this newest study controls for health status at the outset.
Yes, these are findings from a recent NEJM report. Here is the summary:
http://healthland.time.com/2013/01/02/being-overweight-is-linked-to-lower-risk-of-mortality/
Probably the key lies somewhere in the finding that 'overweight' people--but not the truly obese--are at less risk.
My own suspicion is that the pleasantly plump are simply better nourished in general, giving them a natural edge in terms of survivability when illness or disaster strike.
Add this to the French Paradox..ahem i mean Most Of Europe Parodox. :)