Unfortunately, despite what some people would have everyone believe, the insurance industry don't have an infinite reserve of money. It would be irresponsible for them to insure someone who is obese when they are at higher risk of health problems at the same rate as an average person. Either the insurance company would have to run on a shoe-string budget, go bankrupt or raise the cost of every persons insurance quite substantially.

It does get more complicated in cases of genetic defects from birth (as yaaarrrgg mentions), as well as the fact that the overall amount of cases of obesity (and anorexia) are caused by psychological issues.

Despite that, my first paragraph is generally valid, especially in this case, considering it is in response to the "International size acceptance movement".