Other than getting a girdle? (or Spanx, which are just a more-comfortable new-fangled girdle)
Welcome to the wonder of genetics.

Where your body choses to store fat is largely hereditary, and there are parts of your body that will continue to hold on to fat even when you're losing it elsewhere. Do your female relatives also have fat there?
Though I promise that a little extra padding on your inner thighs does not look nearly as obvious to other people as it does to you! No one else is thinking about how they look when you wear Melodias.