Has he directly addressed the reason(s) why weight loss would help your migraines? Why he seems to be implying that it is an important part of the treatment?
Or is he talking about it as a separate issue?
If it is part of the treatment, he would be negligent to not talk about weight loss as part of the treatment. If it is part of the treatment then he is being responsible in telling you that weight loss is necessary in order for you to get the relief you want for the migraine pain that caused you to seek his medical advice.