Actually, I can attest to certain "fats" (if that's how you want to look at it) aiding in weight loss. Eating tuna for lunch every day helped me get over my plateau, and I was able to go from 127 lbs. to 119 lbs. fairly quickly, though I'm sure it wasn't the tuna alone (working out 90 minutes 5 days a week, salad for dinner and racquetball helped, too).
I never considered the fatty acids in tuna; I just started eating it because I knew it was really healthy, and it was so easy to pop a can of it at work. I used to throw mayonnaise and sweet relish in it to make a quick tuna salad, but I knew the mayo was killing any healthy change I was trying to make. I noticed one of my coworkers just throw in the sweet relish with some salt and pepper (without the mayo) and tried it -- it's great!
I think a good rule of thumb, with fats and anything else, is "moderation." Small portions, and don't eat after 7 p.m.