Yeah... that's our common problem in south east Asia. It's ok to eat sweets, as long as it's not becoming an habit. And not only you, I also likes to drink my tea and coffee sweet, that's coming from my upbringing too in my country.
But atleast I'm not really fond of eating cakes, chocholate or such things, only occasionally.
I let my daughter occasionally eat cakes too, for example at birthday party or when we visit friends. But I don't want her to regularly eat something sweet and not in too much amount.