Why, god

It does. We fucked with it

It comes down to evolution. When we were not quite evolved yet, survival was based on a lot of things, one of them being how many calories you ate. The more you ate, the more energy you had, the more you could do, like get more food or find a mate. Thus, we evolved taste buds that tell us something is full of calories (and thus, by prehistoric standards, "healthy") by making it taste good. Unfortunately, we have not had enough time to get rid of this ability since calories have become unhealthily plentiful. So stuff with a lot of calories and sugar that used to be what we wanted is now unhealthy, but it still tastes good.

It's all a matter of how you cook it. Boiled greens taste bad and have the nutrients stripped from them, but greens stir fried with garlic and soy sauce, and they're tasty and healthy. Curry is delicious and healthy. There's a lot of things that can be delicious and healthy. Health isn't about just eating plain salad, and eating only that would probably kill you at some point.