There's a 2005 study, and plenty of others, that show a clear dopamine release when sugar is ingested. This one shows that (in rats) it's on par with addictive narcotics.
These results suggest another neurochemical similarity between
intermittent bingeing on [sugar] and drugs of abuse: both can
repeatedly increase extracellular [dopamine].
This 2013 study shows that high fat foods aren't necassarily more enjoyable so much as removing them from your diet causes physical withdrawl symptoms.
Removal of [high fat diet from people accustomed to it] enhances
stress responses and heightens vulnerability for palatable foods by
increasing food-motivated behaviour. Lasting changes in dopamine and
plasticity-related signals in reward circuitry may promote negative
emotional states, overeating and palatable food relapse.
The crummy thing about that one above is that "lasting changes" can be created by poor diet even in childhood.
The cycle of (bad diet in kids) -> (lasting changes in physiology) -> (increased risk of health problems + increased desire for bad diet) is happening to a sickening percentage of humanity at this point.
Anecdotally from my own experience high sugar foods (like candy, or even pie) will give me a splitting headache in minutes. And although I love In-n-Out burgers (w/ fries) there's enough consequence in my mind to keep it from being something I'd want to over-indulge in.