Seems to be a case of the "correlation does not imply causation" problem that most studies like this one tend to have.
Just because people who eat high fat diary are less likely to get fat over a period as long as 12 years, does not mean that its necessarily the high fat diary that causes this. There's so many other factors to take into account.
My hypothesis is that those men who regularily eat high fat diary and butter are doing LCHF. The study was from Scandinavia and low carb diets are huge here. I think I read the other day that over half of the adult population has tried it. Anyway, a low carb high fat diet is usually a lot lower in calories for normal people, as the majority of their calories often came from carbs before they made the dietary change. A lot of men who do LCHF also exercise a good amount, and are into the whole fitness lifestyle with Crossfit and so on. LCHF, paleo and crossfit go hand in hand here.
The article also states that fat makes you fuller. Not really true. High fat foods certainly make you full, but they're not more satieting than carbs per calorie. Everyone can down 1000 calories easily in the form of a fatty desert with heavy cream, eggs and bacon or simply peanut butter. Try that with straight up carbs such as potatoes or rice.