why there are no guilty pleasures

Guilt is social. Pleasure isn’t. Nothing is intrinsically guilt-inducing. Guilt is the internalization of external standards of moral trespass. Pleasure is automatic and can happen in absolute solitude, internally. A guilty pleasure is a combination of the internal self and external, social self, and it requires a decision, conscious or unconscious, to bring the detriment of guilt upon yourself. Guilt is the acceptance of a constructed social burden.
Guilt also differs from regret, because there are no overtly moral “should” or “should not” overtones, only “it would have been better” or “it would not have been better” given the particular context of reflection.