Caffeine is a stimulant. People react in different ways to stimulants. It's not at all unusual for it to stimulate your appetite, and it's also very much possible that it's affecting your sleep-- you might be sleeping the same number of hours, but not as deeply. Poor sleep can stimulate appetite, too.
If it makes you feel bad, don't do it! Some people are helped by caffeine and some aren't. It's not something you need for your health, so there's no reason to use it if you don't think it's helping.