A very recent investigation found a possible explanation for the protective effects of high PUFA consumption against adiposity and the metabolic syndrome. On the cellular level, PUFA decreases an enzyme, called 11beta-hydroxysteroid dehydrogenase type 1 (11beta-HSD1), which  amplifies intracellular glucocorticoid action by converting inactive  glucocorticoids to their active forms in vivo.
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| Figure 1: Effect of Diet high in PUFA, SFA, TFA on enzyme activity (HSD1 basal = 10%). | 
The scientists explain that, in mice, "adipose-specific  overexpression of 11beta-HSD1 induces metabolic syndrome [...],  whereas 11beta-HSD1 null mice are resistant to it." For the average human being this means avoiding overgeneration of this enzyme may well keep him/her lean. And in fact, the most effective way to do so, is to follow the general advice to avoid trans-fatty acids (TFA) and saturated fatty acids (SFA) and consume polyunsaturated fatty acids (PUFA) instead:
11beta-HSD1 gene expression was  significantly higher [than baseline 10%] in TFA rich diet-fed rats compared to SFA rich  diet-fed rats, which in turn was significantly higher than PUFA rich  diet-fed rats. [...] We  propose that TFAs and SFAs increase local amplification of  glucocorticoid action in adipose tissue by upregulating 11beta-HSD1 by  altering C/EBP--gene expression. The increased levels of glucocorticoids  in adipose tissue may lead to development of obesity and insulin  resistance, thereby increasing the risk of developing metabolic  syndrome.