That is a very good question! Here is an excellent review: http://www.ncbi.nlm.nih.gov/entrez/q...=pubmed_docsum
In a nutshell it appears a low concentration of calcium in the extracellular fluids causes an increase uptake in calcium by cells (lowering calcium further) and this process causes an increase in fat deposition and not surprisingly, decrease in lypolysis (fat breakdown). Calcium and Vit-D are tightly tied to lipid metabolism and it is not surprising that inadequate levels of either can result in a tendency to store fat. With respect to the article it appears dairy may have some other positive effects mediated by whey and some other protein fractions. The interesting thing (to me anyway) is a paleo diet creates high calcium levels due to the net alkalinizing load introduced by large amounts of vegetables and fruit. This induces a state of high mineral retention which should emulate these same desirable effects of dairy.