I don't know of a reason why that would be and haven't heard anyone say that they experienced it, thought that doesn't prove that no one ever has.
The only set-point things that seems to me to have significant effect are to stay close to a given bodyfat percentage for at least a year, optionally with periods during that year of being leaner; and increasing muscle.
On that second point, an example would be, say someone is kind of fat at a given weight.
If increasing muscle to where one is fairly lean at that weight, typically it will be a lot easier to stay lean than if trying to stay lean at lesser bodyweight not having gained the muscle, because there also seems to be a weight-setpoint effect.
A way to approach that is through body composition-oriented cycling, where weight isn't allowed to change radically at any time (say, staying within a range of about 15 lb) but body composition improves throughout over time.