Really, is any of this a surprise? Such studies have been saying roughly the same thing for decades. I guess the only thing that’s different now is a vocal group of deniers (fat liberation movement, National Association to Advance Fat Acceptance, etc.) now with social media platforms but even they’re still quite fringey.
Isn't that the point of doing science? What if the result showed no association or even a negative association? There are plenty of studies that yield surprising or unintuitive results. That's why you do the study, because you can't know beforehand when your expectation will be right or wrong.