The difference was in the kind of weight they lost. The people who used whey protein lost body fat, not muscle [source: Frestedt ]. Being able to lose weight but hang onto lean muscle has some important health implications. For one thing, your base metabolism is higher if you have a higher muscle-to-fat ratio.he body will do what it does with every excess nutrient: make fat. Sound dietary planning and physical activity remain the cornerstones of any weight loss program. Neither whey protein nor any other supplement is going to lose the weight for you. You still have to do the work.