Gizmo, I don't know any research to back it up, but conventional workout wisdom is that a pound of muscle burns more calories at rest than a pound of fat; that it takes more energy (calories) to maintain the muscle tissue. And like you said, since your muscles are growing stronger your body would need to use energy to promote and develop that growth, so I bet that is part of it too. Also even if you just take the basic example of men vs. women, they naturally have more muscle mass, and tend to burn off calories much faster than women.
I will say though it is one of those things I've always heard/read and can't point to anything directly to prove it!