It might have something to do with what you are eating. Speaking for myself, I find that I get full quicker from a meal with fats compared to meals that are low fat even when the two meals have the same amount of calories.
I think it's all in your head ... mind over matter...
It's all about mouth-feel. If your body feels like it's eating something filling, then you won't be hungry. When I eat something with next to no fat, my body continues to feel hungry, no matter how many calories I eat.
This is the way that we have evolved. Our preference for fatty foods is what kept our ancestors from staying alive during hunter-gatherer times, which is what makes fatty foods so much more satisfying for us - psychologically and physically.