Sometimes they can have negative metabolic effects, and/or they can lead to appetite increase. These can make overeating more likely, and dieting more challenging.
Basically what you're looking at in many cases is a lower BMR (fewer calories your body consumes on its own) in addition to increased hunger. So (sometimes) you'll be wanting more food, but your body will actually be needing less. And of course they can have effects on your blood sugar, cholesterol, etc.
In a worst case scenario, you can develop problems like diabetes. This is mostly with the heavier antipsychotic drugs, especially in higher doses. For this reason, you and your doctors should be monitoring your health to make sure you're physically fine while taking these drugs.
I personally gained a bit of weight when I first started taking Seroquel. I ended up overcompensating and becoming underweight because I was so concerned that I'd gain more weight from the meds (so I dieted heavily). Then over the years I swung the other way and back and continued to yo-yo somewhat. I think these meds can cause problems because they mess with your hunger and metabolism. It's ultimately mind over matter with diet and exercise that will lead to the outcome, but it's easy to get thrown off one way or the other, when you're on meds.
So I think they have pros and cons. When I was really depressed, there was no treatment for my situation. I could certainly try to cope, move on, and improve my life, but there was no way I could reverse time and go back to the life I had, and this was why I was suffering. For me it was years of depression, and there were times when I think the meds really did help to snap me out of what I was feeling, to kind of distract me somehow. They didn't fix my situation, but nothing could. There are certainly things they can and can't do. But often you can't fix a person's life situation over night either. You can't bring back a lost family member, or heal a broken family or relationship, or change someone's whole life, for example...and not everyone is the same in their ability to handle these kinds of situations. Someone with major depressive disorder may grieve many times longer and harder than someone without it, incurring the same kind of life stressor.
With other meds and mental health conditions (not just anti-depressants and depression), there is sometimes no better way than meds, provided you can stay physically healthy. Always there's a balance there, between the pros and cons. You can overmedicate but also under-medicate. That's my opinion anyway.