Here's a study comparing the energy expenditure of digesting meals of equal calories but differing in how processed the food was. The variables don't seem (to me) to be very well controlled in the study, but the authors' take is that the body uses less energy to digest processed foods. Not really what someone trying to lose weight would want.

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC2897733/?report=classic