Thermodynamics only apply to closed systems. Your body can easily expel unprocessed calories/sugar in urine and feces (hence diabetics historically being diagnosed by their characteristically sweet urine).

Whether it's more likely than the average human body to do so, to process them for immediate energy, or to process them for longer term storage in conjunction with how it benchmarks your hunger and satiation signals is colloquially known as your "metabolism".

Want to tell me next how the laws of mechanical engineering conclusively prove that no one human being can be stronger than another, since we all weigh the same?