We see risk reduction for heart attack and stroke for people on GLP-1s even without weight loss, which belies the idea that the protection only comes from losing weight.

Edit: In fact, from the study -

BMI went from 35.86 (Continued) to 34.57 (Discontinued) to 35.48 (Interrupted),

Heart failure percentage was 11.57% for continued use, 12.73% for discontinued, 11.92% for interrupted

NICM went 3.10% for continued, 3.36% for discontinued, 3.31% for interrupted

BMI was higher for the continuing users and they still had lower heart failure and NICM rates than the discontinued and interrupted groups. (Also a bunch of other things including stroke and heart attack but I didn't want to write all of these out)