You are probably exchanging fat for muscle, plus you are working out more which in turn boosts your metabolic rate. Protein alone won't add weight even though it helps your muscles. There's also a science to when you should use protein - like within 45 minutes of working out - to make sure it benefits your muscles. I think many people use protein throughout the day and some goes to fat as unused calories.
Genetics also plays a major role. You are who you are. Everyone seems to want to be smaller or larger than what they are, but not what they are.
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