It is because things like deep fried Kool-Aid taste so good and are so bad for people that they practically constitute a form of civil disobedience against the health Nazis who want to force everyone onto a steady diet of carrots and broccoli.
Of course, to our knowledge, no one has attempted to deep fry those things. This is possibly because even oil soaked batter could not improve the taste of broccoli. That green, knobby horror was properly disdained by President George H.W. Bush, who by the way has managed to become a spy man in his eighties who still jumps out of airplanes without having eaten it.
carrot and broccoli tempura is delish, btw.
