Gaining

I don't see this as being such a big dillemma. Clearly, she enjoys her current lifestyle, so I would leave her to it. If she doesn't make any effort to lose weight and instead eats in front of the tv, then it's clear that what she really wants for herself the most is to eat and relax. She knows she will gain more weight, and yet she keeps doing it. That shows me that that is what she wants. Just make sure to keep her comfortable and provide food. Women in general say a lot of things they don't mean, so a better way to gauge her meaning is to look at her actions. Here's a handy translation.
WomenSpeak: "I know I should really be losing weight, but... *grabs pizza*"
English: "I love having the freedom of living this way, but I don't want to admit to being a glutton, so I'll call it something else."
Unless she approaches you for a one-on-one discussion about how concerned she is about her health and then lays out a plan for losing weight, I would just ignore her casual weight loss comments and keep pampering her.

I think you need to find small things that she can do at home that will help her get a bit fitter without losing weight. There are chair dancing videos and such that will help her move a bit and be more comfortable without losing weight or stopping eating.

Depending on where you are, there also may be workout classes for fat people. There are in NY and SF, at least, that I know of.