People who start on a new drug also make lots of other lifestyle adjustments. Especially when it's a weightloss drug.

You'd get some of that effect, even if the drug was actually a placebo. But if it's working, then people have an even better motivation to make changes.

Yogurt is widely seen as healthy, so people who want to change to a healthier lifestyle might pick it.

(Yogurt might actually be healthy, I don't know. That's almost besides the point for the effect here.)