When you set clear and specific small goals for losing the weight, does this help you lose the weight?
Setting explicit goals, despite the fact they are small, helps you focus your actions to what's relevant and away from actions that take you away from all your goals, big and small. Good goal setting helps with self-regulation, motivation, specific use of your energy, persistence, and choice of strategies with which to achieve the goals themselves.
If the ways in which you set small goals for yourself actually help you to achieve these goals, then you will feel encouraged to set even more goals. And, your expectation of success will increase, thereby preventing lots of negative feelings about the journey.
But weight-loss success doesn't come without a price. In this case, the price is good goal setting: small specific goals and lots of them.