My consultant explained it as the better your control, the less of your food is being passed out as sugars in your pee, and thus more is being stored, so the more weight you tend to put on. (He then looked at me, looked at my weight record, and went ‘but you’re alright, you dont need to worry’ – did make me wonder why he bothered to say it in the first place.) My DSN also said that exercise makes your cells more resilient to insulin resistance, which is why exercise helps with control even if you dont lose weight by it.
To lose weight – eat less, do more, or both. Don’t use insulin to do it. (Or develop an inability to properly digest fat, but that’s one I wouldn’t advise.)