It is because it is energy dense. Technically that is why it tastes good, what makes is taste good is the way it stimulates taste buds, the sensor of smell, and another sensory system, and our brains iteration of that stimuli

Humans and our ancestors have evolved in an environment where starvation and not getting overweight have been the primary cause of harm to use.

The one that likes and therefore preferred to eat and look for energy-dense food has a low risk of dying of starvation. So they passed on their genres to their decadence. Over time the taste becomes that we liked energy densed stuff.

It is in the 19th century that you had food manufacturing and cost in combination with changes in what we do for work that has resulted in being overweight is a problem for a large number of people in the developed world. But even today for the majority of humans starvation is still of more concern. So there have not been enough time of any change away from linking energy-dense food.