If you have a bunch of weight you are trying to lose, the weight, which is typically calories stored as fat, is where you are getting those additional 500 calories from. Your math is a bit simplistic but the idea is the same. We often view our bodies as calorie burning machines with the goal to burn calories. We don't think of cars the same way. The purpose of calories is energy to move around. We just happen to take in a lot of fuel and move around a lot less than we should and then get annoyed when the fuel builds up. We tend to value inefficiency in our metabolism because we like eating so much. This is not natural.