An idea that carries some weight (heh) with me is that your weight consists of four 'compartments'
Skeletal: Hard to argue that more skeletal mass is 'bad'
Muscle: Also hard to argue more is bad
Subcutaneous Fat: This is what people don't like.
Visceral Fat: This is the stuff that kills you.
If you're judging the progress of your cunning diet and exercise plan using a bathroom scale, you're going to be disappointed because muscle/skeletal mass increases.
People who build up a lot of muscle sometimes fall into odd BMI classificiations.
e.g. Phil Heath, Mr. Olympia winner of 2015, is 5'9" and 250 lbs at competition weight, which would classify him as severely obese (BMI 36.9), even though at that weight his body fat is probably close to the minimum a human can tolerate.
For most people, there's simply no way to build up that amount of muscle without some form of chemical assistance (e.g. steroids). If your BMI falls into the obese range, it's exceedingly unlikely that you're just big-boned and muscular.
