Guilty pleasure is an uncomfortable term and particular to this country. I didn't grow up with the notion of "guilty pleasure." But here many people feel guilty about indulging because it is perceived as unvirtuous. This kind of belief goes back to this country's puritanical roots and makes for a twisted relationship with food. The result is that many feel guilty about fat (bad bad butter, bad bad whipped cream), about dessert, about chocolate. From it came the further belief that what we enjoy tastes good, but must be forbidden and bad, and what's good and healthy must taste bad (or else it couldn't possibly be good for you).
Hence the French Paradox. For the longest time Americans couldn't understand that French people eat fat (butter, triple crème brie or crème fraîche), but are not necessarily fat. Of course it's not about excess and gluttony but about quality over quantity ( a great little read on the subject is Mireille Guiliano's French Women Don't Get Fat). Maybe the recent revelations that we actually need fat in our diet and that chocolate releases endorphins will help to turn the tables for our enjoyment.
All that pseudo virtuousness is not healthy for the mind. In a recent NY Times interview famed French chef Eric Ripert said about food and eating: "I do not understand the idea of guilty pleasure. It's all about pleasure." Live a little - it's better for your mind, it's better for your body.