the reason that the small meals a day thing works is because it stabilizes your metabolism. to understand it, think of it this way: when you starve yourself on some weird clear soup once a day diet, you basically make your metabolism paranoid. what i mean by that is, when it finally does get food, it will act like it's in 'starvation mode' and slow WAYYY down so that when you do eat, your body has enough energy for a longer period of time. so when you eat larger meals, you are sortof making it think in 'starvation mode'. it will burn calories slower, so that it can conserve energy because it's afraid that it will have to wait a long period of time before more energy will come along.
if you are eating six small meals a day, your body basically is happy. eating 5-6 small meals a day lets your metabolism run at a faster rate because it knows it will always have a supply of energy to run the body.
make sense?
i never heard of the whole underweight people eating six small meals a day - it's probably like newbride said, and just to kinda put the body into a balance. it's actually a really common thing that is recommended to patients with many different problems - i have reflux disease and i was recommended to go on the six meal a day thing. it really helps - basically for the same reason it helps the metabolism, but with stomach acid. (fun)
i hope that helped!