They *think* it's a compliment. They are wrong.

You can choose to either do what you're continuing to do (because you're right, it IS extremely rude to comment on other people's bodies) or you can decide to mess with them further by letting them in on your "secret" and giving them fake diet info. "Oh yes, I've completely cut unprocessed foods out of my diet. I mainly eat gummy bears and microwave mac and cheese now."