It is not uncommon for them to over-estimate the fuel needed for the flight. Sometimes they get underloaded and have too much fuel to carry around, thus exceeding the maximum landing weight. That is what the pilot really meant by saying they were heavy -- they were too heavy to land with all the fuel onboard so they had to burn some off.

Another possiblity: The pilot wanted to be paid more so they just told you they were too heavy to land so they just lowered the gear to make it look important. :P

Sanosuke!