Apparently there was an urban legen going round that they not only deep-fry them but inject them with fat too!
Doesn't sound cost effective to me - and I think I would recognise a potato that has been deep-fried. It would be nothing like an oven-baked potato. I'm ready to believe that they get them in ready-baked, though.
It is more likely that there is a lot of fat in the butter put on them, and in the filling. i should think that if you checked that the description said "baked" and that you chose a less fatty filling and no butter you would be OK (but I don't fancy a baked spud with no butter)
Wetherspoon's own calories counter site lists the values. Subtract the butter and filling values from the total, do you get the same calories as you would from a home-baked spud? I've not tried so can't comment.