I live with them. I work at home and one of them does too. I see basically everything they eat. I know how much they exercise. They simply use more of the food they eat to make fat. And yes, calories in calories out is complete bullshit. There is no rule or axiom of biology that says you have to utilize 100% of the food energy that you consume. It’s possible for people to put it all away as fat, none of it as fat, all of it for energy or none of it for energy as illustrated in this case and in African sleeping sickness. People who say that it’s a matter of thermodynamics and that physics demands calories in calories out be true is a belligerent and arrogant fool.
Have you considered that they are more sedentary than you, or perhaps eat more or more often than they tell you?