Although carbohydrate, fat, protein, and alcohol can all be sources of Calories, they all affect weight loss in very different ways.
Protein, fat, and carbohydrate can all be "burned" for energy if needed. But your body actually "prefers" to do other things with them if circumstances allow this.
These "preferences" govern what your body will do unless particular circumstances force it to do something else. For example, protein is needed for tissue maintenance and repair. It will be used mainly for this purpose unless you are starving, in which case your body will ignore this preference and use the protein (and other things) as fuel to keep you alive. (Energy has priority over all other needs.)
Of course, in modern societies starvation is rarely a problem. The opposite situation—too much of a good thing—is much more typical. Your body also has preferences for it's other possible fuel sources.
The body's preferences are probably the result of the fact that different tissues operate on different fuels. For example, the brain and nervous system use glucose (carbohydrate) for fuel almost exclusively, and do not under normal circumstances use anything else.
Certain blood cells cannot use anything but glucose under any circumstances. The skeletal muscles and heart, on the other hand, normally prefer fat for fuel, unless forced to use carbohydrate (for example when you do intense physical exercise).
What this means is that the blood must constantly contain a “mixture” of these fuels so that the various tissues can select and burn the ones they need in the proper amounts. Since each type of tissue is always burning its particular favorite fuel, the body as a whole is always burning some mixture of carbohydrate, fat, and protein.
Physiologists have determined that under resting conditions the overall fuel mixture burned is mostly fat with much lower amounts of glucose (carbohydrate) and protein. (However, under exercise conditions this becomes much more variable).
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