Something I'd picked up somewhere a decade or two ago was losing weight too fast can cause problems with bone and muscle density. So it could be related but not a direct effect.

I think they were referring to rebound weight though, something else I'd heard about these drugs that also doesn't affect everyone. A scarier one was one person whose weight got too low so they stopped taking it, but for some reason had a lot of trouble gaining any weight and getting up to a healthy level.