Believe it or not, high sugar consumption has been more consistently linked with weight gain than high fat consumption. Since low-fat cookies are often high-sugar, choosing them is a tradeoff that's probably not worth making.
Take Oreo Thins. Their first ingredient is sugar, and the small amount of fat they contain comes partly from palm oil, a tropical oil that has been linked with low environmental sustainability. If you're gonna have a cookie, you might as well enjoy a full-fat version with higher-quality ingredients.