They didn't, they used grey for good, blue for bad, and red for worse. This map is a classic case of how statistics can be deceiving - the "blue" states are in pretty bad shape (more than 20% obesity is still very much an epidemic; imagine these were AIDS or cancer figures), but the mapmakers made a big difference in color between 24% and 25% and a small difference in color between 15% and 20% to make it look like there is a big difference between middle America and the NE/SW. Note that the map also obscures differences within the red states - are all of them around the 25% mark, or is the percentage in some of them quite higher?
I'm guessing the reason is that the current color division made sense for the earlier years, but it's really not a good way to explain the 2006 situation.
Note that there's only one state in the US (Colorado) with a less than 20% obesity level.
(Now, that said, I don't know what the stats are in Europe, but here in England the media at least implies that the situation is not that different, maybe just a few years behind. Obesity is not an exclusively American problem)