One factor could be our brain's primal urge to consume as many calories as possible. According to food scientist Steven Witherly, our appetite fades after we eat too much of the same type of food. A dessert course tricks our brain into wanting more food.
"As we eat the savory course, we rapidly reduce our hunger pangs and become full - the pleasure of the first course has passed (savory and hot). But as we indulge again with a new set of foods (sweet and cold), our appetite re-energizes - and we indulge in the pleasures of eating once again," Witherly writes in "Why Humans Like Junk Food."
Another factor is that our stomachs can only handle some decadent desserts after we've already eaten other food.
"When you are very hungry, high amounts of concentrated sugar, rapidly digested starches, or fatty acids can be tough to stomach. Fat is a very potent inhibitor of gastric emptying, allowing the sugar(s) in the dessert to pull water from the stomach in an effort to dilute the contents. A Krispy Kreme donut - or worse, an apple fritter - can actually cause gastric distress in some people - but not after a full meal," Witherly writes.
Witherly, who runs a food consulting firm, talked with us earlier this year about KFC's secret recipe and why it's so addictive.