Why is it that some people can eat a lot of high-calorie junk, never exercise, and not put on weight? Normal protein intake but high carb & high fat!

Genetics mostly. Some people have inherited rapid metabolisms that convert food (even junk) into immediate sources of energy with relatively little long term storage. There are some fascinating speculations about which geographic regions pushed the evolution of different metabolisms along with different responses to seasons, sunlight, food abundance, predatory threat and so on.
DNA. Doesn't seem fair, but metabolism and dna often dictate how a persons' body can intake and not become obese, while others gain weight so quickly. Just because a person may eat a lot of junk and not gain weight doesn't mean that they are healthy or will remain that way as they age. A nutritionist can really help with the proper advice for particular body types.