Muscle burn calories - though nothing dramatic. But it all adds up. And the time and effort you spend building an re-enforcing muscle can burn important amounts.
After I turned 40, I did notice that it takes a whole lot more effort to get rid of fat.
I'm eating well (extremely well, actually), and training an hour a day, 5 days a week. But I've reached a point where taking more pounds off is very hard, no matter how hard I work out.
Sometimes it's a bit disheartening to see that for all the efforts, there's so very little results. Especially when you're surrounded by performers who all seem to be chiseled like Bruce Lee.
But I think you've got to take it the other way - maybe you're not seeing the fat going away as much as you'd like, but what you are also not seeing is more fat piling up and how potentially bigger you'd be if you weren't sweating an hour a day in the gym.