Tom Jacobs flags a study on them:
According to newly published research, the guilt we feel may make that decadent treat taste even more delicious than it otherwise would. When succumbing to temptation, “people who are primed with guilt subsequently experience greater pleasure than people who are not,” reports a research team led by Kelly Goldsmith of Northwestern University’s Kellogg School of Management. “People lack awareness of this automatic process.”
[D]on’t beat yourself up over eating those candied yams: it may only increase your craving for seconds. It turns out that forbidden fruit really does taste the sweetest.