First, it's calories absorbed, not consumed. That is, if I eat calories in a form that's harder to digest, my body may not get all the calories out of it that are in the food. I think that this is one of the deals with processed food - the processing makes it easier for your body to extract the calories from the food. The calories were already there, but they're processed into a form that your body can use more easily.

Second, some foods (at least for some people) have some effect on metabolism, so that calories consumed is not totally independent of calories burned.