Humans evolved like all animals facing the two biggest problems - reproducing and getting enough to eat. Because fat comes in so many different forms, we haven't evolved receptors for it. What we did evolve is a very sophisticated mechanism of learning to associate the high nutrient value of fat with its sensory characteristics. So that sensory quality takes on incredible importance. Another very important response to food might be called irritation.
Many foods contain some aspect that stimulates the fibers of our systems for detecting pain.
Extreme temperatures of foods are an example. Also, many mints and menthols. Capsaicin, or the essence of hot peppers, is innately negative in that it stimulates pain fibers. Yet much of the world's population won't eat their food without it. It's interesting to think about why humans would find the sensory stimulation of pain systems desirable.