Prednisone is a pretty common drug with weight gain as a side effect, so that might be a good place to look further.
It increases water retention (obviously not permanent or unbounded), increases appetite, and redistributes fat (giving the appearance of weight gain).
Prednisone is usually not a treatment for cancer, but rather a treatment for the cancer treatment.
A potential side effect of immunotherapy is it can cause the immune system to go haywire and start attacking non-cancer cells.
Right, but it's a well researched drug with a weight gain side effect, so it's probably a reasonable entry point for them to learn about the thing they asked (unless they happened to care about that cancer drug in particular, but that's not what it sounded like to me).