This has obvious face validity as an explanation since we know from research that anorexics typically have a distorted body image. The cognitive approach to abnormal behaviour is based on distorted thinking and perception.
Evidence for distorted body image
Bemis-Vitouesk & Orimoto (1993) (no I didn't make it up, that is their real names) found that anorexics consistently have a distorted body image and believe that they must continually lose weight in order to be in control of their bodies. Typical thoughts included: 'I must lose more weight I am not yet thin.' Similarly, Garfinkel and Garner (1982) found that anorexics overestimate their weight and body size.
Lovell et al (1997) found that people who had recovered from anorexia nervosa two years earlier still had distorted body images and odd views about food and other 'adolescent issues.'
However, yet again we have the issue of cause and effect…