When there isn't enough calcium in the diet, the body responds by releasing hormones to help conserve as much calcium as possible for critical bodily functions (heartbeat, for one). One of these hormones, calcitriol, tells arterial muscle to contract, which increases blood pressure. But calcitriol also acts on fat cells.
"Calcitriol sends the fat cells a message to start making more fat and sends another message to slow down the process of fat breakdown and oxidation," says Zemel, co-author of "The Calcium Key" (Wiley, 2004). Since high calcium levels have been the norm through evolution, the body assumes that food is scarce and conserves when calcium is low in the diet.