Have you looked at data plots to see how the response variable trends with respect to weight? Also, since you used an automated selection method, there is a very strong possibility that it got included because there are moderating or mediating variables previously included. Search this site for links to Flom and Cassell's SUGI article pointing out problems with stepwise variable selection methods.
In the end, "why" questions come down to your subject specific knowledge about the field and your data. Statistical analysis can help illuminate this, but it cannot answer it.
Steve Denham