There seems to be a growing amount of evidence that low socio-economic status is bad for mortality, mostly indirectly (makes you more likely to do things like smoking, eating a diet with less fresh fruit and vegetables, etc)

This is subject to the same cause and effect issues you alluded to earlier. It's reasonable to hypothesize that worse-than-average impulse control is likely to result in both low socio-economic status and overweight/obesity.

Anyway, for my purposes it doesn't really matter. The evidence is strong enough that at a minimum I'm willing to stake my health on the claim that it's better for one's health to avoid getting fat.