There's no evidence supporting this idea. It might seem tougher because it's not as quick and easy. But it's also because many of the habits that led to gaining fat initially haven't changed. When using DNP, eating habits need to change too. If not, it's like a cycle of dieting, but with potent chemicals involved.
Some people using DNP say it helped them reach a new 'bodyfat setpoint,' where they don't gain fat as easily. This could be because of improved insulin sensitivity. It's also noticed in people who stay lean. Once you reach a certain level of leanness, it's easier to maintain.