[Jackie07]

It might have something to do with the density of the breast (see abstract below). I've also read in the past about tall, thin women have higher risks because of being tall (thus higher level of hormones). After menopause, women tend to gain weight which leads to higher hormone secretion from other body tissue ... (?)

Cancer Epidemiol Biomarkers Prev. 2015 Aug 27. pii: cebp.0330.2015. [Epub ahead of print]
The effect of change in body mass index on volumetric measures of mammographic density.
Hart V1, Reeves KW2, Sturgeon SR3, Reich NG4, Seivert LL4, Kerlikowske K5, Ma L6, Shepherd J7, Tice JA8, Pasha Mahmoudzadeh A8, Malkov S9, Sprague BL10.
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Abstract
BACKGROUND:
Understanding how changes in body mass index (BMI) relate to changes in mammographic density is necessary to evaluate adjustment for BMI gain/loss in studies of change in density and breast cancer risk. Increase in BMI has been associated with a decrease in percent density, but the effect on change in absolute dense area or volume is unclear.
METHODS:
We examined the association between change in BMI and change in volumetric breast density among 24,556 women in the San Francisco Mammography Registry from 2007-2013. Height and weight were self-reported at the time of mammography. Breast density was assessed using single x-ray absorptiometry measurements. Cross-sectional and longitudinal associations between BMI and dense volume (DV), non-dense volume (NDV) and percent dense volume (PDV) were assessed using multivariable linear regression models, adjusted for demographics, risk factors, and reproductive history.
RESULTS:
In cross-sectional analysis, BMI was positively associated with DV (β=2.95 cm3, 95% CI 2.69, 3.21) and inversely associated with PDV (β=-2.03%, 95% CI -2.09, -1.98). In contrast, increasing BMI was longitudinally associated with a decrease in both DV (β=-1.01 cm3, 95% CI -1.59, -0.42) and PDV (β=-1.17%, 95% CI -1.31, -1.04). These findings were consistent for both pre- and postmenopausal women.
CONCLUSIONS:
Our findings support an inverse association between change in BMI and change in PDV. The association between increasing BMI and decreasing DV requires confirmation.
IMPACT:
Longitudinal studies of PDV and breast cancer risk, or those using PDV as an indicator of breast cancer risk, should evaluate adjustment for change in BMI.