I don't really care either way about weight, but there is a lot of pressure towards models to become skinnier. This was not just pointed out from certain places, but other people aswell ie. the photographers. So in that sense, I personally disagree a that a lot of models are "naturally skinny".
I personally think there are numerous practical reasons for skinnyness in the model industry, mostly due to ease of airbrushing and photographing. Photographing a fat person will be more difficult due to increased mass causing more trouble for lights (rolls causing shadows etc.), needing wider lenses which will distort features and so on. It'll also be difficult to photoshop since you'll have to clone out all the distracting shadows etc.