All foods are made up of hydrogen, carbon, and oxygen.
Fats contain a loss of oxygen and more hydrogen than carbohydrates.
One reason they don't burn well is the low proportion of oxygen. They are solid at room temperature and are found abundantly in foods which come from animals. Saturated fats were less of a problem in another age when we didn't rely on fast foods or separate the fats from their sources. If they weren't separate from their sources we wouldn't over eat them because we would become full more quickly. Convenience foods which include frozen dinners are often 50 percent fat.