First I wouldn’t react, I would respond only after the client made a concern about this weight gain. We only get so much time with are clients, and feeling responsible for this shouldn’t rely solely on you. Like Nancy stated the scale is just one representation of becoming a better version of yourself, but if your not tracking these elements you wont have figures to show your client. Also setting expectations prior to starting a training relationship with clients can help, that way there not expecting to lose 50lbs in the first month.
Remember as a coach, its more than just telling them to do X amount of sets and reps. The whole psychological and behavior modification aspect needs to be taken in and factored.