You are probably right. Any body mass gain is difficult for me. It has taken me a decade to get to a reasonable adult weight (and a lot of that isn't muscle). I have a friend w/out CF or other obvious health issues; at 6'1" and 145lbs he complains that lifting weights and eating tons doesn't lead to weight gain. Some people's body types just don't respond to the weight training by bulking up. But I'm sure CF isn't a help in this regard either.
But just because you don't gain bulk doesn't mean weight training isn't helping in other way. For starters the muscle you do have will become stronger and more efficient. Secondly, if you like it do it for the enjoyment. There can be some satisfaction from completing a good weight session. The one season I focused on weight training I didn't see much body mass gain, but I did become more body confident because I knew what I could do with what I had.
It depends on your diet plan. If you are consuming less calories and doing exercise for a good amount of time, it becomes easy to lose weight. If you have a high calorie diet routine with additional protein and concentrate your exercise on weight lifting and testing the endurance of muscles then it is possible to gain muscles easily. And one more thing to be considered while losing fat and gaining muscles is the metabolic rate which is different for everyone.