My personal experience with weight lifting is that to maintain consistent progress, I must eat. And as I progress, my thighs are getting big. I'm wearing the pants I started this whole journey in and they are tight coming out of the drier. My experience isn't global, though. A lot of skinnier women than me can lift weights and stay skinny. I think for someone like me, doing that high impact interval crap is going to be what takes any more fat off. But right now, I really dig the added strength and too much intense exercise gets in the way of building the strength. Priorities, priorities.
Female, 5'3", 50, Max squat: 202.5lbs. Max deadlift: 225 x 3.