“We” (as in humanity) don’t.
You may do, but it’s a cultural thing, not a humanity-wide thing.
Puddings/sweets/deserts being eaten by many is a relatively modern thing in the history of humanity and certainly isn’t common across all cultures. For a start, sugar was mightily expensive until relatively recently so eating sweet things was not something that most people could afford.
Have a look at: https://en.wikipedia.org/wiki/Dessert#By_continent
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