People put fat on their bodies in different places. Women tend to put it on their hips ad thighs, men on their stomachs. But there is variation within the sexes as well.
Some people have more fat in their faces, and even when they lose weight, the facial fat remains. One correlation I've noticed: anorexic girls tend to be -- not always, but enough so that I've noticed the correlation -- the ones whose facial fat is the last to disappear. I've seen a number of girls with eating issues who seem to still have full cheeks, simply because they have naturally rounder faces.
What I think happens is that they keep looking in the mirror hoping to see that with weight loss, they will have acquired the prominent cheekbones -- and more concave cheeks -- of a model. But they don't, so they just keep wasting away.
This certainly doesn't explain all cases of anorexia, but I've seen it too many times to think it coincidence. Certain faces seem to have almost "hard" cheeks, where the cheeks just stay no matter what. If Michael J. Pollard, the actor from Bonnie and Clyde, had been female, he might have been more at risk for anorexia for that reason:
I know, anorexia is a mental disease connected with body dysmorphia, and the way anorexic girls perceive themselves has nothing to do with reality, and encompasses all sort of other psychological issues having to do with control, etc. I also know how misguided this is going to sound, and how some will object to what I'm about to say. But I sometimes think, if these girls would only have cheekbone implants and liposuction on their cheeks, it might actually prevent some of them from becoming anorexic.
(Okay, just to forestall criticism, I'm not seriously suggesting those procedures. But I still suspect they might work, for some.)