Guilty pleasures

I want to know, nay, I need to know why pleasures need to be guilty. We all know why we indulge our guilty pleasures-because they make us happy, they make us feel oh so good. I just can't understand why we have to feel guilty for indulging our base desires.
Think about it; you eat a big 'ol slice of chocolate cake and afterwards you feel the weight of guilt upon you; a little voice saying 'that's not good for you' or 'you've spoilt your dinner' or 'a moment on the lips a lifetime on the hips'.
Likewise when you go out to a club and get caught up in the music and, for most people, the alcohol and you just want to kiss  someone or be with someone (lets face it you are horny). Yet the moment we act on that impulse along with satisfaction rolls in shame the monster that eats away all the positive aspect of any experience and leave you with only regret.
You enjoy a good meal out and you think about food going to waste at home, you go out the night and then spend the next day agonising over how broke you are, you tell someone how you feel about them then beat yourself up over how much that could have fucked things up, you agree to meet someone then get bothered by having to organise everything around it.
The worst is the simplest things, little things. Like being embarrassed when you realise you're enjoying a busted song, or being unable to tell anyone that you've gotten really into knitting, or that despite being a straight man your favourite colour is lilac.
Why do we feel like we can't enjoy something without justifying it,; we never justify things when we're miserable, its as thought we feel like boredom and mild unhappiness are our birthright and not adventure or excitement or happiness.
I say we should try to do one thing without regret every day. One fun thing, an enlightening thing, a freeing thing. Doing your homework and not regretting it is normal, as is leaving early so you get the bus on time. Go for it-do something magical. Indulge yourself. Let your insticnts lead you just once in a day, every day and see how much more joy you get out of life.