There are 2 naturally thin ppl in my immediate family that I actually asked about this. One male and one female. First of all, their parents are slim - in one case mother, in the other father.
They have been slim their whole life. The female told me that she doesn't like the feeling of being overly full - it just makes her uncomfortable - she stops eating when she had enough and even having her favorite cake on the table doesn't tempt her, b/c "who wants to eat until it hurts?" hmmm.
The male works very hard physically on a daily basis and indulges in sweets occasionally. But he never takes a second serving. He prefers soups and salads over casseroles and carb dishes -that's is not smth he thinks about, just "the way it is".
I think these habits are taught, but the genetics play a role as well.
You can see that I've given t a lot of thought

That being said, I do have an addictive personality. Everyone in my family smoked/smokes - I quit when I became pregnant with my first child and gained over 70 lbs with my first pregnancy. I'm still carrying 60 lbs of this weight 4 kids later and struggle daily to loose it.