I'd say it's obviously your body telling you something.
Just because you're trying to jam down massive fat calories to gain weight doesn't mean your body likes it.
I hear about this often with female patients who have gallbladder issues--their bodies intuitively know that they will not digest the fat well (most likely due to a lack of proper amounts of bile)--so their bodies try to reject large amounts of fat high up the gastrointestinal chain.
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