why is it that we should train in the "fat burn" zone with our heart rate for weight loss, i thought the harder you work.. the harder your heart pumps.. the more calories you burn.. the more fat you burn..

please help me understand why this is not so

Because your body enters an anaerboic state when you are working to hard which means you are working with "oxygen debt" Fat needs oxygen to burn. So if you are working in an aerobic state then more oxygen is flowing in and out which makes more effective fat burning.

Fat people finish marathons all the time. It's been proven that HIIT will burn more fat off you than the low intensity steady state. Truth is unless you're being monitored, you never really know when you cross over to the aerobic state.

If you're curious, google EPOC

Perhaps in the short term the above statement is true but anaerobic strength training will continue to consume energy for 24 - 48 hours after you are finished training.