I think its because when you are old, you get sick quite often and if you are slim you body doesn’t have the energy to resist it. It could also be because if you are slim you will go place and do things which can only increase you chance of death. So the right mantra is be slim now get over weight as you get older. Until some one else comes up with a study saying even that is a bad idea.
But being very overweight or being underweight shortened lives.