Answer
Thermogenin allows for lipids in fat to be converted directly to needed heat, bypassing ATP production, in colder climates where more heat is needed. This breakdown of fat leads to weight loss.
Work Step by Step
Normally, mitochondria break down molecules (glucose, lipids in fat, etc.), and, even when ATP is produced, some heat results (think of how you feel when exercising heavily). Weight loss would require that fat be broken down to be lost, and a cold climate implies a need for heat. Thus, Thermogenin allows for the fat to be broken down and the resulting mitochondrial proton gradient to be run down without ATP production. Thus, all of the energy in the gradient can go to heat production. As described in Synthesis Question 2, Thermogenin allows passive diffusion of protons, separating the running down of the proton gradient from production of ATP.