Why don't Fighters Fight at their Natural Weight?

[HikariNoKenkaku]

Yeah, most fighters lose weight just so that they can have the strength advantage over the weaker classes. However, in my humble opinion, I believe that if fighters would stay in their normal weight class then the fights would be much more exciting. I myself fight at my normal weight, but due to this I will hypothetically be fighting many opponents a class above me since they will be losing weight for a strength advantage. However, just because you are in your right class doesn't mean you are doomed for failure, look at Jack Dempsey for example.
-Hikari No Kenkaku