There is a massive difference between being overweight/obese and other unhealthy behaviors like smoking, drinking, drugs, etc. Both psychologically and physically.
For one, there is a genetic aspect to it. Certain people have genes that make them process insulin differently than other people, this contributes to obesity.
Second, many people who are overweight/obese will have struggled with their weights since childhood, so the idea that being fat is something you choose like smoking a cigarette or having a drink is very insulting. Struggling with their weight was never a conscious decision for them. Moreover, for many women, the pressure to restrict food/focus on our bodies will have begun in childhood, so (like me) we will have had messed up eating habits even if we were a healthy weight as children because we never learned to eat normally.
Thirdly, we have to eat. No matter what, we have to eat and right now the environment out there is designed to make us fat. It's easier to buy crap than it is to buy cigarettes or booze, and crap has the same effect on our bodies in a lot of ways. For some losing weight would be like a heroin addict trying to quit whilst trapped in a room full of heroin and no way out.
Fourthly, again environment. Many, myself included, are juggling full time jobs, kids, long commutes, relationships that make healthy eating/exercise difficult. (not impossible, but it requires effort that might be hard to find after a long day of work).
Fifthly, our society isn't actually focused on health. And you see this in comments on Mumsnet all the time. You can't just exercise and eat healthy, you HAVE to be thin as well, or you're a failure. For me, I jog for 40 minutes a day, I generally eat healthy foods, and doing that my weight settles at about 1.5 stone overweight and a size 14/16. Medically I'm perfectly healthy. I don't smoke, I'm not a heavy drinker, I don't do drugs. But society tells me I'm not good enough, I need to be a healthy BMI (really I need to be the lower end of a healthy BMI).
We live in a society that promotes orthorexia, extreme exercise, etc as something to strive for, rather than health, and that's why movements like the body positivity one are so popular. Most of us can't be body builders or stick to strict diets. We're human.
Oh, and Sixthly, there's A LOT of money to be made from fat people. The diet industry relies on failure.