|Metabolic flexibility "bowl" and "Adaptability envelope"|
One theory that comes to mind is BAT. As Eskimos live in a very cold environment, it's possible that this has resulted in them having a large amount of BAT. BAT is very metabolically-active and turns ATP into heat via UCPs.
Nowadays, first-world people don't live in a cold environment (unless they're old and/or poor), so we don't have much BAT after infancy. Naturally-skinny people may be that way due to having more BAT. They seem to be able to eat whatever and as much as they want without getting fat. I'd like to scratch their eyes out! ;-)