I think in their minds they might be thinking you're going into a starvation diet. I believe MOST of them mean well, but they also tend to not do proper research on nutrition. Sometimes you do get the jealous ones, or the ones that see you losing weight and feel the need to put you down because they're unhappy with themselves.

All in all, I just respond with, "I'm eating healthier, any weight loss I have is from living a good lifestyle".