Not sure why OP linked to this index. The article is Open Access, yet this intermediary site has a prominent "Buy article PDF →" link at the top which tries to sell it for $17. OA.mg seems like some kind of scam.
This might point as BMI not being the best metric to define obesity.
I bet people with high BMI but low fasting glucose and low c-reactive protein are mostly athletes, people who weight a lot due higher muscular weight. It wouldn't be surprising they are healthier.
oa.mg appears to be some sort of search aggregator that wants you to buy the article for $17 even though it's open access (freely available).