There’s nothing wrong or unhealthy about enjoying sweets sometimes. I personally really enjoy kale (sauteed), and I crave it more often than I do sweets, but it sure as hell ain’t a replacement for a pint of Ben & Jerry’s Cherry Garcia.
Everybody has different tastes. I’m not sure that this is a sign of something “wrong”, neurological or otherwise. You could always mention it to your doctor at your next checkup. If you are not denying yourself something you really want to eat I see no issue with it. More chocolate cake for me! 😉